+22.7%
USB vs BIIB
-12.7%
+35.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.3% |
| 7D | -1.5% | -2.3% | +0.8% | -1.0% |
| 30D | +4.3% | +9.4% | -5.1% | +2.3% |
| 3M | -6.1% | +18.1% | -24.1% | -9.3% |
| 6M | +9.4% | +29.0% | -19.6% | +3.0% |
| YTD | +15.2% | +38.6% | -23.4% | +6.0% |
| 1Y | +32.8% | +59.0% | -26.2% | +18.1% |
| 3Y | +91.3% | -2.2% | +93.5% | +85.9% |
| 5Y | +22.7% | -12.5% | +35.1% | +23.5% |
| All | +22.7% | -12.7% | +35.3% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling