+59.3%
USAR vs BIIB
-22.6%
+81.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.2% | -8.2% | -5.7% |
| 7D | -9.3% | -4.0% | -5.3% | -9.8% |
| 30D | -15.2% | +5.7% | -20.8% | -14.5% |
| 3M | -21.1% | +10.9% | -32.0% | -19.7% |
| 6M | -21.6% | +14.3% | -35.9% | -20.1% |
| YTD | +34.8% | +22.4% | +12.4% | +39.1% |
| 1Y | +15.6% | +51.1% | -35.4% | +23.3% |
| 3Y | +57.7% | -16.8% | +74.5% | +74.4% |
| All | +59.3% | -22.6% | +81.9% | +76.1% |
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 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