+19.2%
UL vs BIIB
-28.2%
+47.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.7% |
| 7D | -4.1% | -4.0% | 0.0% | -3.6% |
| 30D | -1.2% | +5.7% | -6.8% | -1.9% |
| 3M | +6.0% | +10.9% | -4.9% | +4.4% |
| 6M | -5.5% | +14.3% | -19.8% | -7.4% |
| YTD | -3.3% | +22.4% | -25.7% | -6.3% |
| 1Y | -9.8% | +51.1% | -60.9% | -15.1% |
| 3Y | +20.1% | -16.8% | +37.0% | +21.0% |
| 5Y | +19.2% | -28.1% | +47.3% | +19.0% |
| All | +19.2% | -28.2% | +47.4% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling