+176.0%
ALLY vs BIIB
-21.3%
+197.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -0.7% | +1.7% | -2.4% | -1.0% |
| 30D | +1.1% | +12.2% | -11.1% | -0.9% |
| 3M | -13.2% | +22.3% | -35.4% | -16.3% |
| 6M | -13.5% | +30.9% | -44.4% | -17.9% |
| YTD | -14.3% | +43.9% | -58.2% | -20.3% |
| 1Y | -1.1% | +62.1% | -63.2% | -10.1% |
| 3Y | +62.0% | +12.7% | +49.3% | +55.0% |
| 5Y | -9.6% | -5.1% | -4.5% | -12.3% |
| 10Y | +176.0% | -21.9% | +197.9% | +154.7% |
| All | +176.0% | -21.3% | +197.3% | +154.7% |
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