-28.8%
BIIB vs ALM
+2,776.7%
-2,805.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -9.6% | +11.8% | +2.4% |
| 7D | -4.0% | -7.1% | +3.1% | -4.0% |
| 30D | +5.7% | +24.7% | -19.0% | +5.2% |
| 3M | +10.9% | +8.3% | +2.6% | +10.5% |
| 6M | +14.3% | -22.2% | +36.5% | +14.4% |
| YTD | +22.4% | +88.1% | -65.7% | +20.1% |
| 1Y | +51.1% | +272.4% | -221.3% | +45.9% |
| 3Y | -16.8% | +2,004.1% | -2,020.9% | -24.1% |
| 5Y | -28.1% | +915.8% | -943.9% | -33.8% |
| All | -28.8% | +2,776.7% | -2,805.6% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling