+384.5%
ALAB vs BIIB
-3.0%
+387.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.9% | +4.1% |
| 7D | +9.6% | -5.4% | +15.0% | +9.7% |
| 30D | -5.3% | +1.7% | -7.0% | -5.3% |
| 3M | -12.0% | +5.8% | -17.9% | -12.2% |
| 6M | +145.7% | +11.9% | +133.8% | +143.9% |
| YTD | +80.7% | +19.7% | +60.9% | +78.5% |
| 1Y | +40.1% | +46.7% | -6.6% | +34.6% |
| All | +384.5% | -3.0% | +387.5% | +386.3% |
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