+12.0%
ALK vs BIIB
+13.5%
-1.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.6% | -1.8% |
| 7D | -1.2% | +2.0% | -3.2% | -1.7% |
| 30D | +7.7% | +8.8% | -1.1% | +5.3% |
| 3M | -19.0% | +20.3% | -39.3% | -23.1% |
| 6M | -0.2% | +23.9% | -24.1% | -6.5% |
| YTD | -23.5% | +44.0% | -67.5% | -32.0% |
| 1Y | -9.1% | +53.8% | -62.9% | -21.0% |
| 3Y | +12.0% | +13.8% | -1.8% | -6.1% |
| All | +12.0% | +13.5% | -1.5% | -6.1% |
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