+23.8%
ALC vs BIIB
-7.7%
+31.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.0% |
| 7D | -2.1% | +1.1% | -3.2% | -2.3% |
| 30D | -0.1% | +6.9% | -7.0% | -1.1% |
| 3M | +5.9% | +12.4% | -6.5% | +4.0% |
| 6M | -15.9% | +16.3% | -32.2% | -18.1% |
| YTD | -10.1% | +25.5% | -35.6% | -13.5% |
| 1Y | -10.2% | +57.8% | -68.0% | -16.5% |
| 3Y | -13.6% | -17.3% | +3.8% | -13.4% |
| 5Y | -15.1% | -33.8% | +18.7% | -14.5% |
| All | +23.8% | -7.7% | +31.5% | +20.9% |
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 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