+28.2%
BABA vs BIIB
-33.0%
+61.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | -4.8% | +1.1% | -5.8% | -5.0% |
| 30D | -11.9% | +6.9% | -18.8% | -13.0% |
| 3M | -9.3% | +12.4% | -21.7% | -11.7% |
| 6M | -14.2% | +16.3% | -30.5% | -17.2% |
| YTD | -22.0% | +25.5% | -47.5% | -26.1% |
| 1Y | -12.7% | +57.8% | -70.5% | -20.9% |
| 3Y | +26.7% | -17.3% | +44.0% | +27.8% |
| 5Y | -29.3% | -33.8% | +4.5% | -27.7% |
| 10Y | +21.2% | -29.6% | +50.8% | +12.8% |
| All | +28.2% | -33.0% | +61.1% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling