+155.3%
ALLE vs BIIB
-30.8%
+186.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -1.9% | -2.7% |
| 7D | -2.2% | -5.4% | +3.2% | -1.4% |
| 30D | -8.3% | +1.7% | -10.1% | -8.6% |
| 3M | +16.3% | +5.8% | +10.4% | +15.2% |
| 6M | +1.8% | +11.9% | -10.1% | -0.1% |
| YTD | -3.9% | +19.7% | -23.7% | -6.7% |
| 1Y | -10.0% | +46.7% | -56.8% | -15.1% |
| 3Y | +45.8% | -18.6% | +64.5% | +46.8% |
| 5Y | +13.3% | -29.8% | +43.1% | +14.3% |
| 10Y | +155.3% | -28.8% | +184.1% | +142.0% |
| All | +155.3% | -30.8% | +186.1% | +142.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling