+2,271.8%
UL vs BIIB
+7,261.0%
-4,989.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | 0.0% |
| 7D | -1.3% | +1.1% | -2.4% | -1.4% |
| 30D | +0.5% | +6.9% | -6.4% | 0.0% |
| 3M | +17.6% | +12.4% | +5.2% | +16.6% |
| 6M | -5.4% | +16.3% | -21.6% | -6.5% |
| YTD | +0.7% | +25.5% | -24.8% | -1.0% |
| 1Y | -9.3% | +57.8% | -67.1% | -12.3% |
| 3Y | +24.5% | -17.3% | +41.9% | +25.1% |
| 5Y | +23.2% | -33.8% | +57.0% | +24.6% |
| 10Y | +64.5% | -29.6% | +94.1% | +61.0% |
| All | +2,271.8% | +7,261.0% | -4,989.2% | +1,757.5% |
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 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