-28.3%
BABA vs BIIB
-11.1%
-17.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.9% |
| 7D | +11.6% | -2.1% | +13.7% | +12.1% |
| 30D | +2.3% | +11.8% | -9.5% | -0.5% |
| 3M | -13.7% | +20.4% | -34.1% | -17.6% |
| 6M | -21.9% | +30.2% | -52.2% | -27.5% |
| YTD | -24.6% | +41.1% | -65.8% | -32.1% |
| 1Y | -34.1% | +58.4% | -92.5% | -42.8% |
| 3Y | +36.3% | -0.1% | +36.4% | +31.8% |
| All | -28.3% | -11.1% | -17.1% | -33.9% |
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