+108.7%
USB vs BIIB
-28.9%
+137.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | 0.0% |
| 7D | +1.4% | +1.1% | +0.4% | +1.3% |
| 30D | -1.3% | +6.9% | -8.2% | -2.2% |
| 3M | +15.2% | +12.4% | +2.8% | +13.1% |
| 6M | +18.8% | +16.3% | +2.6% | +15.8% |
| YTD | +21.0% | +25.5% | -4.5% | +16.3% |
| 1Y | +34.0% | +57.8% | -23.8% | +24.5% |
| 3Y | +95.3% | -17.3% | +112.7% | +96.2% |
| 5Y | +40.4% | -33.8% | +74.2% | +42.6% |
| All | +108.7% | -28.9% | +137.6% | +96.1% |
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