+210.5%
ALLE vs BIIB
-20.9%
+231.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -0.8% | -0.4% | -0.4% | -0.8% |
| 30D | +27.4% | +10.5% | +16.9% | +25.7% |
| 3M | +13.8% | +24.3% | -10.4% | +10.6% |
| 6M | +45.5% | +28.0% | +17.5% | +40.5% |
| YTD | +21.4% | +44.0% | -22.6% | +15.1% |
| 1Y | +15.4% | +58.8% | -43.5% | +7.9% |
| 3Y | +91.7% | +12.7% | +79.0% | +85.2% |
| 5Y | +54.5% | -4.9% | +59.5% | +50.5% |
| 10Y | +210.5% | -20.6% | +231.1% | +186.7% |
| All | +210.5% | -20.9% | +231.4% | +186.7% |
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