+365.7%
ALAB vs BIIB
-2.2%
+367.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.8% | -3.2% | -6.9% |
| 7D | +3.2% | -1.6% | +4.8% | +3.2% |
| 30D | -13.6% | +2.2% | -15.8% | -13.6% |
| 3M | -16.6% | +10.3% | -26.9% | -17.0% |
| 6M | +142.3% | +14.9% | +127.4% | +140.2% |
| YTD | +73.6% | +20.7% | +52.9% | +71.5% |
| 1Y | +33.7% | +50.3% | -16.7% | +28.1% |
| All | +365.7% | -2.2% | +367.8% | +367.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling