-39.8%
BABA vs BIIB
-7.5%
-32.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.1% | -0.2% |
| 7D | -13.8% | +2.0% | -15.8% | -14.2% |
| 30D | -15.1% | +8.8% | -23.9% | -16.9% |
| 3M | -22.7% | +20.3% | -43.0% | -26.2% |
| 6M | -34.7% | +23.9% | -58.6% | -38.5% |
| YTD | -35.0% | +44.0% | -79.0% | -41.8% |
| 1Y | -40.4% | +53.8% | -94.2% | -47.7% |
| 3Y | +21.9% | +13.8% | +8.1% | +13.8% |
| All | -39.8% | -7.5% | -32.3% | -47.1% |
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