+15.5%
ALLE vs BIIB
+64.0%
-48.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.1% | +2.3% |
| 7D | -0.6% | +2.4% | -3.0% | -1.1% |
| 30D | +26.6% | +12.9% | +13.7% | +24.2% |
| 3M | +13.2% | +22.6% | -9.4% | +9.8% |
| 6M | +42.9% | +31.7% | +11.1% | +36.9% |
| YTD | +21.0% | +44.8% | -23.8% | +13.9% |
| All | +15.5% | +64.0% | -48.5% | +4.6% |
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