-12.3%
ALC vs BIIB
-6.3%
-6.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.4% | -0.3% |
| 7D | +2.1% | +2.4% | -0.3% | +1.5% |
| 30D | +17.2% | +12.9% | +4.3% | +14.0% |
| 3M | +4.6% | +22.6% | -17.9% | -0.2% |
| 6M | +20.1% | +31.7% | -11.6% | +12.3% |
| YTD | -4.2% | +44.8% | -49.0% | -12.9% |
| 1Y | +2.1% | +63.9% | -61.8% | -9.9% |
| 3Y | +4.5% | +13.5% | -9.0% | -2.2% |
| 5Y | -12.3% | -5.6% | -6.7% | -13.8% |
| All | -12.3% | -6.3% | -6.1% | -13.8% |
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 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