+43.8%
UNP vs BIIB
-19.0%
+62.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -1.7% | -5.4% | +3.6% | -0.8% |
| 30D | -2.1% | +1.7% | -3.9% | -2.5% |
| 3M | +5.4% | +5.8% | -0.4% | +4.1% |
| 6M | +13.4% | +11.9% | +1.4% | +10.5% |
| YTD | +25.0% | +19.7% | +5.2% | +19.6% |
| 1Y | +34.6% | +46.7% | -12.2% | +23.1% |
| All | +43.8% | -19.0% | +62.7% | +41.0% |
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 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