+101.1%
UAL vs BIIB
-21.3%
+122.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.2% |
| 7D | +12.5% | +1.7% | +10.7% | +12.2% |
| 30D | +12.2% | +12.2% | 0.0% | +10.2% |
| 3M | -2.6% | +22.3% | -24.9% | -5.6% |
| 6M | +21.1% | +30.9% | -9.8% | +15.8% |
| YTD | +7.8% | +43.9% | -36.1% | +1.3% |
| 1Y | +25.4% | +62.1% | -36.7% | +15.7% |
| 3Y | +217.3% | +12.7% | +204.7% | +204.2% |
| 5Y | +132.9% | -5.1% | +138.0% | +124.6% |
| 10Y | +101.1% | -21.9% | +123.1% | +94.5% |
| All | +101.1% | -21.3% | +122.5% | +94.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling