-16.2%
ALC vs BIIB
-35.6%
+19.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.8% | -1.1% |
| 7D | -3.7% | -1.6% | -2.0% | -3.3% |
| 30D | -3.7% | +2.2% | -5.9% | -4.3% |
| 3M | +4.6% | +10.3% | -5.8% | +2.1% |
| 6M | -14.6% | +14.9% | -29.5% | -17.7% |
| YTD | -11.9% | +20.7% | -32.6% | -16.4% |
| 1Y | -13.1% | +50.3% | -63.5% | -21.9% |
| 3Y | -15.0% | -18.0% | +3.0% | -14.7% |
| 5Y | -16.2% | -33.9% | +17.7% | -15.0% |
| All | -16.2% | -35.6% | +19.5% | -15.0% |
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