-31.3%
BABA vs BIIB
-33.3%
+2.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.7% |
| 7D | -4.8% | +1.1% | -5.8% | -5.0% |
| 30D | -11.9% | +6.9% | -18.8% | -13.4% |
| 3M | -9.3% | +12.4% | -21.7% | -12.5% |
| 6M | -14.2% | +16.3% | -30.5% | -18.3% |
| YTD | -22.0% | +25.5% | -47.5% | -27.7% |
| 1Y | -12.7% | +57.8% | -70.5% | -24.6% |
| 3Y | +26.7% | -17.3% | +44.0% | +28.7% |
| All | -31.3% | -33.3% | +2.0% | -34.6% |
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 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