+17.7%
ALLE vs BIIB
+68.6%
-50.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.5% | +1.4% |
| 7D | +6.7% | +4.3% | +2.4% | +5.8% |
| 30D | +25.4% | +13.8% | +11.6% | +22.9% |
| 3M | +16.9% | +22.1% | -5.1% | +13.6% |
| 6M | +46.6% | +35.9% | +10.6% | +40.1% |
| YTD | +22.4% | +44.6% | -22.2% | +15.6% |
| 1Y | +17.7% | +70.4% | -52.7% | +7.0% |
| All | +17.7% | +68.6% | -50.9% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling