+17.4%
ALLE vs BIIB
-33.3%
+50.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | -0.2% | +1.1% | -1.3% | -0.5% |
| 30D | -6.8% | +6.9% | -13.7% | -8.1% |
| 3M | +21.0% | +12.4% | +8.6% | +17.7% |
| 6M | +1.1% | +16.3% | -15.2% | -2.7% |
| YTD | -0.5% | +25.5% | -26.0% | -6.1% |
| 1Y | -7.3% | +57.8% | -65.1% | -17.1% |
| 3Y | +42.3% | -17.3% | +59.6% | +43.4% |
| All | +17.4% | -33.3% | +50.8% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling