+400.4%
ALAB vs BIIB
+1.7%
+398.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.6% | +11.4% | +9.8% |
| 7D | +7.2% | +1.1% | +6.2% | +7.2% |
| 30D | -2.5% | +6.9% | -9.4% | -2.7% |
| 3M | -13.3% | +12.4% | -25.7% | -13.7% |
| 6M | +172.8% | +16.3% | +156.6% | +170.7% |
| YTD | +86.6% | +25.5% | +61.1% | +84.2% |
| 1Y | +65.2% | +57.8% | +7.3% | +57.9% |
| All | +400.4% | +1.7% | +398.7% | +401.8% |
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