+902.7%
BURL vs BIIB
0.0%
+902.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | -2.5% |
| 7D | +3.5% | -2.3% | +5.8% | +3.8% |
| 30D | -9.3% | +9.4% | -18.7% | -10.2% |
| 3M | -32.1% | +18.1% | -50.2% | -33.4% |
| 6M | -19.8% | +29.0% | -48.8% | -22.3% |
| YTD | -13.2% | +38.6% | -51.8% | -16.8% |
| 1Y | -7.8% | +59.0% | -66.8% | -13.1% |
| 3Y | +89.3% | -2.2% | +91.5% | +86.8% |
| 5Y | -15.8% | -12.5% | -3.3% | -16.9% |
| 10Y | +262.2% | -11.9% | +274.1% | +237.6% |
| All | +902.7% | 0.0% | +902.7% | +826.8% |
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