+2,152.2%
ALB vs BIIB
+26,326.1%
-24,173.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.1% |
| 7D | +5.3% | +1.7% | +3.5% | +5.0% |
| 30D | -6.3% | +12.2% | -18.5% | -7.8% |
| 3M | -27.4% | +22.3% | -49.7% | -29.4% |
| 6M | -53.1% | +30.9% | -84.0% | -55.0% |
| YTD | -32.3% | +43.9% | -76.2% | -36.0% |
| 1Y | -7.3% | +62.1% | -69.4% | -13.7% |
| 3Y | -14.9% | +12.7% | -27.6% | -17.0% |
| 5Y | -62.0% | -5.1% | -56.9% | -62.5% |
| 10Y | +33.0% | -21.9% | +54.9% | +26.4% |
| All | +2,152.2% | +26,326.1% | -24,173.9% | +1,297.8% |
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