-8.4%
BIIB vs ALHC
-59.6%
+51.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.4% | -5.5% | +5.1% | -0.1% |
| 30D | +10.5% | -4.9% | +15.4% | +10.7% |
| 3M | +24.3% | -41.7% | +66.0% | +28.2% |
| 6M | +28.0% | -55.2% | +83.2% | +33.4% |
| YTD | +44.0% | -61.1% | +105.0% | +50.9% |
| 1Y | +58.8% | -53.3% | +112.1% | +64.2% |
| 3Y | +12.7% | +28.2% | -15.4% | +2.3% |
| 5Y | -4.9% | -65.8% | +60.9% | -9.8% |
| All | -8.4% | -59.6% | +51.2% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling