-14.9%
ALB vs BIIB
+12.4%
-27.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.9% |
| 7D | +5.3% | +1.7% | +3.5% | +4.3% |
| 30D | -6.3% | +12.2% | -18.5% | -11.4% |
| 3M | -27.4% | +22.3% | -49.7% | -34.3% |
| 6M | -53.1% | +30.9% | -84.0% | -59.7% |
| YTD | -32.3% | +43.9% | -76.2% | -46.3% |
| 1Y | -7.3% | +62.1% | -69.4% | -32.3% |
| 3Y | -14.9% | +12.7% | -27.6% | -28.5% |
| All | -14.9% | +12.4% | -27.3% | -28.5% |
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