+36.3%
BABA vs BIIB
-0.5%
+36.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.0% |
| 7D | +11.6% | -2.1% | +13.7% | +12.0% |
| 30D | +2.3% | +11.8% | -9.5% | +0.3% |
| 3M | -13.7% | +20.4% | -34.1% | -16.6% |
| 6M | -21.9% | +30.2% | -52.2% | -26.2% |
| YTD | -24.6% | +41.1% | -65.8% | -30.8% |
| 1Y | -34.1% | +58.4% | -92.5% | -41.8% |
| 3Y | +36.3% | -0.1% | +36.4% | +28.6% |
| All | +36.3% | -0.5% | +36.7% | +28.6% |
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