+1,151.9%
URI vs BIIB
-21.7%
+1,173.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.8% |
| 7D | +9.3% | +2.7% | +6.6% | +8.9% |
| 30D | +7.6% | +9.4% | -1.8% | +6.0% |
| 3M | +1.0% | +19.9% | -18.9% | -2.1% |
| 6M | +19.8% | +25.6% | -5.8% | +14.8% |
| YTD | +41.9% | +42.3% | -0.5% | +32.6% |
| 1Y | +33.4% | +55.1% | -21.7% | +22.8% |
| 3Y | +156.0% | +11.4% | +144.6% | +146.0% |
| 5Y | +209.5% | -7.4% | +216.9% | +201.3% |
| All | +1,151.9% | -21.7% | +1,173.5% | +937.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling