-33.9%
ALK vs BIIB
-11.1%
-22.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.1% |
| 7D | +9.0% | -2.1% | +11.1% | +9.7% |
| 30D | -1.6% | +11.8% | -13.4% | -4.6% |
| 3M | -23.2% | +20.4% | -43.6% | -27.1% |
| 6M | -3.9% | +30.2% | -34.1% | -11.2% |
| YTD | -22.6% | +41.1% | -63.7% | -30.6% |
| 1Y | -5.3% | +58.4% | -63.8% | -18.0% |
| 3Y | +18.6% | -0.1% | +18.7% | +13.4% |
| All | -33.9% | -11.1% | -22.7% | -31.4% |
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