+338.5%
ALLE vs BIIB
+1.4%
+337.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.2% |
| 7D | -0.6% | -2.1% | +1.5% | -0.3% |
| 30D | +25.3% | +11.8% | +13.5% | +23.4% |
| 3M | +10.3% | +20.4% | -10.1% | +7.4% |
| 6M | +38.0% | +30.2% | +7.8% | +32.6% |
| YTD | +17.8% | +41.1% | -23.3% | +11.5% |
| 1Y | +13.6% | +58.4% | -44.8% | +5.7% |
| 3Y | +89.2% | -0.1% | +89.3% | +85.6% |
| 5Y | +51.1% | -10.9% | +61.9% | +48.5% |
| 10Y | +228.1% | -10.3% | +238.5% | +198.2% |
| All | +338.5% | +1.4% | +337.1% | +289.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling