-6.9%
ALLY vs BIIB
-6.3%
-0.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.2% |
| 7D | -0.2% | +2.4% | -2.6% | -0.9% |
| 30D | +3.4% | +12.9% | -9.5% | 0.0% |
| 3M | -11.1% | +22.6% | -33.6% | -16.1% |
| 6M | -11.5% | +31.7% | -43.2% | -18.8% |
| YTD | -12.3% | +44.8% | -57.2% | -22.5% |
| 1Y | +1.1% | +63.9% | -62.8% | -14.2% |
| 3Y | +64.8% | +13.5% | +51.3% | +53.7% |
| 5Y | -6.9% | -5.6% | -1.3% | -7.2% |
| All | -6.9% | -6.3% | -0.6% | -7.2% |
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