+202.1%
UAL vs BIIB
+7.1%
+195.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.5% |
| 7D | +8.2% | -2.1% | +10.2% | +8.8% |
| 30D | +2.3% | +11.8% | -9.5% | -0.8% |
| 3M | -12.7% | +20.4% | -33.1% | -17.2% |
| 6M | +12.7% | +30.2% | -17.5% | +3.8% |
| YTD | +0.8% | +41.1% | -40.3% | -10.2% |
| 1Y | +17.8% | +58.4% | -40.7% | +0.6% |
| All | +202.1% | +7.1% | +195.0% | +156.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling