-10.2%
UL vs BIIB
+51.4%
-61.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | -3.4% | -1.7% | -1.7% | -3.2% |
| 30D | +0.5% | +4.0% | -3.5% | +0.1% |
| 3M | +7.2% | +8.6% | -1.4% | +6.3% |
| 6M | -3.1% | +14.0% | -17.1% | -4.4% |
| YTD | -2.7% | +23.4% | -26.1% | -4.3% |
| 1Y | -10.2% | +45.9% | -56.1% | -11.6% |
| All | -10.2% | +51.4% | -61.6% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling