+203.4%
URI vs BIIB
-33.3%
+236.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.1% |
| 7D | -2.0% | +1.1% | -3.0% | -2.3% |
| 30D | -12.9% | +6.9% | -19.8% | -14.7% |
| 3M | -6.7% | +12.4% | -19.1% | -10.3% |
| 6M | +19.0% | +16.3% | +2.7% | +12.7% |
| YTD | +25.5% | +25.5% | +0.1% | +15.9% |
| 1Y | +5.5% | +57.8% | -52.3% | -9.6% |
| 3Y | +111.3% | -17.3% | +128.7% | +116.7% |
| All | +203.4% | -33.3% | +236.7% | +220.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling