+960.9%
BURL vs BIIB
-9.5%
+970.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.3% | +2.8% |
| 7D | -2.8% | +1.1% | -3.9% | -2.9% |
| 30D | -28.2% | +6.9% | -35.0% | -28.7% |
| 3M | -17.6% | +12.4% | -30.0% | -18.8% |
| 6M | -11.8% | +16.3% | -28.0% | -13.6% |
| YTD | -8.1% | +25.5% | -33.6% | -10.9% |
| 1Y | -12.0% | +57.8% | -69.8% | -17.0% |
| 3Y | +63.3% | -17.3% | +80.6% | +64.1% |
| 5Y | -10.8% | -33.8% | +23.0% | -9.7% |
| 10Y | +215.9% | -29.6% | +245.5% | +202.3% |
| All | +960.9% | -9.5% | +970.4% | +891.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling