-35.2%
AAL vs BIIB
-7.5%
-27.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.2% | -1.5% |
| 7D | -0.1% | +2.0% | -2.1% | -0.7% |
| 30D | +11.7% | +8.8% | +2.9% | +8.5% |
| 3M | -12.5% | +20.3% | -32.8% | -18.2% |
| 6M | +3.6% | +23.9% | -20.3% | -4.7% |
| YTD | -14.1% | +44.0% | -58.1% | -25.9% |
| 1Y | +0.8% | +53.8% | -53.1% | -15.4% |
| 3Y | +11.8% | +13.8% | -2.0% | +1.2% |
| All | -35.2% | -7.5% | -27.7% | -33.2% |
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