+4.5%
ALC vs BIIB
+9.9%
-5.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.4% | -0.5% |
| 7D | +2.1% | +2.4% | -0.3% | +1.4% |
| 30D | +17.2% | +12.9% | +4.3% | +13.4% |
| 3M | +4.6% | +22.6% | -17.9% | -1.0% |
| 6M | +20.1% | +31.7% | -11.6% | +11.0% |
| YTD | -4.2% | +44.8% | -49.0% | -14.7% |
| 1Y | +2.1% | +63.9% | -61.8% | -12.6% |
| 3Y | +4.5% | +13.5% | -9.0% | -2.9% |
| All | +4.5% | +9.9% | -5.4% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling