+15.8%
BABA vs BIIB
-18.3%
+34.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | -4.2% |
| 7D | +3.8% | +2.4% | +1.5% | +3.4% |
| 30D | -5.4% | +12.9% | -18.3% | -7.5% |
| 3M | -17.9% | +22.6% | -40.5% | -20.9% |
| 6M | -24.1% | +31.7% | -55.8% | -28.2% |
| YTD | -27.4% | +44.8% | -72.3% | -32.9% |
| 1Y | -36.1% | +63.9% | -100.0% | -42.3% |
| 3Y | +35.4% | +13.5% | +21.9% | +29.0% |
| 5Y | -30.1% | -5.6% | -24.5% | -32.7% |
| 10Y | +15.8% | -20.3% | +36.2% | +0.4% |
| All | +15.8% | -18.3% | +34.1% | +0.4% |
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