-13.2%
BURL vs BIIB
-6.2%
-7.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.6% | -1.1% |
| 7D | +5.9% | +1.7% | +4.1% | +5.5% |
| 30D | -8.3% | +12.2% | -20.5% | -10.4% |
| 3M | -31.6% | +22.3% | -53.9% | -34.3% |
| 6M | -16.6% | +30.9% | -47.5% | -21.3% |
| YTD | -12.1% | +43.9% | -56.0% | -19.1% |
| 1Y | -10.0% | +62.1% | -72.0% | -19.3% |
| 3Y | +94.3% | +12.7% | +81.6% | +85.5% |
| 5Y | -13.2% | -5.1% | -8.1% | -14.6% |
| All | -13.2% | -6.2% | -7.0% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BIIB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling