+32.4%
USB vs BIIB
+61.6%
-29.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -0.5% | -0.4% | -0.1% | -0.5% |
| 30D | +5.7% | +10.5% | -4.7% | +5.2% |
| 3M | -4.7% | +24.3% | -29.0% | -5.6% |
| 6M | +13.4% | +28.0% | -14.6% | +12.0% |
| YTD | +17.0% | +44.0% | -27.0% | +12.6% |
| 1Y | +32.4% | +58.8% | -26.4% | +22.8% |
| All | +32.4% | +61.6% | -29.3% | +22.8% |
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