+16.7%
BABA vs BIIB
-31.7%
+48.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.1% |
| 7D | -0.2% | -1.6% | +1.5% | +0.1% |
| 30D | -12.3% | +2.2% | -14.5% | -12.7% |
| 3M | -5.3% | +10.3% | -15.6% | -7.4% |
| 6M | -13.1% | +14.9% | -28.0% | -15.9% |
| YTD | -22.4% | +20.7% | -43.2% | -25.8% |
| 1Y | -19.5% | +50.3% | -69.8% | -26.2% |
| 3Y | +32.9% | -18.0% | +50.9% | +34.1% |
| 5Y | -29.9% | -33.9% | +4.0% | -28.6% |
| 10Y | +16.7% | -30.9% | +47.7% | +12.2% |
| All | +16.7% | -31.7% | +48.5% | +12.2% |
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 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