-39.0%
U vs BIIB
-19.9%
-19.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -3.8% | +1.1% | -4.9% | -4.1% |
| 30D | +17.5% | +6.9% | +10.6% | +15.1% |
| 3M | +38.7% | +12.4% | +26.3% | +32.9% |
| 6M | +104.4% | +16.3% | +88.2% | +92.3% |
| YTD | -5.7% | +25.5% | -31.2% | -14.4% |
| 1Y | +3.7% | +57.8% | -54.1% | -13.6% |
| 3Y | +12.3% | -17.3% | +29.7% | +15.3% |
| 5Y | -68.8% | -33.8% | -35.0% | -67.5% |
| All | -39.0% | -19.9% | -19.2% | -36.3% |
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