+36.3%
ALB vs BIIB
-20.9%
+57.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +1.1% | -0.4% | +1.5% | +1.1% |
| 30D | -2.6% | +10.5% | -13.0% | -4.4% |
| 3M | -25.6% | +24.3% | -49.8% | -28.6% |
| 6M | -54.0% | +28.0% | -82.0% | -56.3% |
| YTD | -31.6% | +44.0% | -75.6% | -36.6% |
| 1Y | -6.6% | +58.8% | -65.4% | -15.0% |
| 3Y | -14.0% | +12.7% | -26.7% | -18.1% |
| 5Y | -62.5% | -4.9% | -57.6% | -64.1% |
| 10Y | +36.3% | -20.6% | +56.9% | +20.7% |
| All | +36.3% | -20.9% | +57.2% | +20.7% |
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 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