-26.4%
ALK vs BIIB
-33.3%
+6.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.2% | +2.0% |
| 7D | -0.7% | +1.1% | -1.7% | -1.0% |
| 30D | -19.2% | +6.9% | -26.1% | -20.7% |
| 3M | -1.5% | +12.4% | -13.9% | -5.0% |
| 6M | -13.1% | +16.3% | -29.3% | -17.2% |
| YTD | -16.4% | +25.5% | -41.9% | -22.5% |
| 1Y | -33.1% | +57.8% | -90.9% | -42.1% |
| 3Y | +0.6% | -17.3% | +18.0% | +1.3% |
| All | -26.4% | -33.3% | +6.9% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling