-49.8%
USAR vs BIIB
+68.6%
-118.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.2% | -8.1% | -5.6% |
| 7D | -21.8% | +4.3% | -26.0% | -21.3% |
| 30D | -39.9% | +13.8% | -53.7% | -39.1% |
| 3M | -52.5% | +22.1% | -74.6% | -51.3% |
| 6M | -67.9% | +35.9% | -103.9% | -66.7% |
| YTD | -31.1% | +44.6% | -75.7% | -27.2% |
| 1Y | -49.8% | +70.4% | -120.2% | -49.1% |
| All | -49.8% | +68.6% | -118.5% | -49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling