-20.3%
USAR vs BIIB
+13.5%
-33.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.2% |
| 7D | -0.8% | +2.0% | -2.8% | -0.6% |
| 30D | -20.9% | +8.8% | -29.8% | -20.0% |
| 3M | -56.2% | +20.3% | -76.4% | -55.0% |
| 6M | -67.9% | +23.9% | -91.8% | -66.7% |
| YTD | -31.4% | +44.0% | -75.4% | -27.5% |
| 1Y | -45.1% | +53.8% | -98.9% | -41.2% |
| 3Y | -20.3% | +13.8% | -34.2% | -9.1% |
| All | -20.3% | +13.5% | -33.8% | -9.1% |
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 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