+122.1%
URI vs BIIB
-16.1%
+138.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.0% |
| 7D | -2.0% | +1.1% | -3.0% | -2.3% |
| 30D | -12.9% | +6.9% | -19.8% | -14.5% |
| 3M | -6.7% | +12.4% | -19.1% | -10.1% |
| 6M | +19.0% | +16.3% | +2.7% | +13.0% |
| YTD | +25.5% | +25.5% | +0.1% | +16.2% |
| 1Y | +5.5% | +57.8% | -52.3% | -9.6% |
| All | +122.1% | -16.1% | +138.2% | +137.7% |
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 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