-27.6%
AAL vs BIIB
+549.9%
-577.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.2% | -1.4% |
| 7D | -0.1% | +2.0% | -2.1% | -0.7% |
| 30D | +11.7% | +8.8% | +2.9% | +8.9% |
| 3M | -12.5% | +20.3% | -32.8% | -17.6% |
| 6M | +3.6% | +23.9% | -20.3% | -3.8% |
| YTD | -14.1% | +44.0% | -58.1% | -24.5% |
| 1Y | +0.8% | +53.8% | -53.1% | -13.3% |
| 3Y | +11.8% | +13.8% | -2.0% | +4.2% |
| 5Y | -35.1% | -6.3% | -28.8% | -37.3% |
| 10Y | -68.3% | -20.6% | -47.6% | -74.2% |
| All | -27.6% | +549.9% | -577.5% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling