+65.2%
ALLY vs BIIB
+13.5%
+51.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.6% |
| 7D | +0.4% | +2.0% | -1.7% | -0.1% |
| 30D | +5.2% | +8.8% | -3.6% | +3.2% |
| 3M | -13.3% | +20.3% | -33.6% | -17.0% |
| 6M | -6.7% | +23.9% | -30.6% | -11.7% |
| YTD | -12.8% | +44.0% | -56.8% | -21.6% |
| 1Y | +0.7% | +53.8% | -53.1% | -11.5% |
| 3Y | +65.2% | +13.8% | +51.4% | +65.6% |
| All | +65.2% | +13.5% | +51.7% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling