+179.2%
URI vs BIIB
-11.1%
+190.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.6% |
| 7D | -9.8% | -2.1% | -7.7% | -9.2% |
| 30D | +1.7% | +11.8% | -10.0% | -1.4% |
| 3M | -9.1% | +20.4% | -29.4% | -13.9% |
| 6M | +9.9% | +30.2% | -20.4% | +0.9% |
| YTD | +31.2% | +41.1% | -9.9% | +17.0% |
| 1Y | +25.9% | +58.4% | -32.5% | +8.3% |
| 3Y | +147.4% | -0.1% | +147.5% | +139.9% |
| All | +179.2% | -11.1% | +190.3% | +190.2% |
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 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