+2,365.5%
UL vs BIIB
+8,346.7%
-5,981.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | +1.1% | +2.0% | -0.9% | +1.0% |
| 30D | +4.5% | +8.8% | -4.3% | +3.9% |
| 3M | +6.5% | +20.3% | -13.8% | +5.1% |
| 6M | +18.2% | +23.9% | -5.7% | +16.3% |
| YTD | +4.7% | +44.0% | -39.3% | +1.9% |
| 1Y | +0.8% | +53.8% | -53.1% | -2.4% |
| 3Y | +35.9% | +13.8% | +22.0% | +33.7% |
| 5Y | +33.4% | -6.3% | +39.7% | +31.9% |
| 10Y | +106.9% | -20.6% | +127.5% | +100.9% |
| All | +2,365.5% | +8,346.7% | -5,981.2% | +1,812.7% |
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