+771.2%
ALK vs BIIB
+7,261.0%
-6,489.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.2% | +1.8% |
| 7D | -0.7% | +1.1% | -1.7% | -0.8% |
| 30D | -19.2% | +6.9% | -26.1% | -19.9% |
| 3M | -1.5% | +12.4% | -13.9% | -3.1% |
| 6M | -13.1% | +16.3% | -29.3% | -15.0% |
| YTD | -16.4% | +25.5% | -41.9% | -19.2% |
| 1Y | -33.1% | +57.8% | -90.9% | -37.2% |
| 3Y | +0.6% | -17.3% | +18.0% | +1.8% |
| 5Y | -26.4% | -33.8% | +7.4% | -24.3% |
| 10Y | -34.2% | -29.6% | -4.6% | -36.7% |
| All | +771.2% | +7,261.0% | -6,489.8% | +438.5% |
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