+2,119.0%
ALB vs BIIB
+26,341.7%
-24,222.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.5% |
| 7D | -5.8% | +2.0% | -7.8% | -6.0% |
| 30D | -4.5% | +8.8% | -13.4% | -5.7% |
| 3M | -28.1% | +20.3% | -48.4% | -29.9% |
| 6M | -53.2% | +23.9% | -77.1% | -54.7% |
| YTD | -33.3% | +44.0% | -77.3% | -37.0% |
| 1Y | -17.4% | +53.8% | -71.3% | -22.6% |
| 3Y | -14.1% | +13.8% | -28.0% | -16.3% |
| 5Y | -64.0% | -6.3% | -57.7% | -64.5% |
| 10Y | +32.8% | -20.6% | +53.4% | +26.0% |
| All | +2,119.0% | +26,341.7% | -24,222.8% | +1,277.0% |
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