-23.8%
BIIB vs ALHC
-31.6%
+7.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.6% |
| 7D | -5.4% | -4.1% | -1.2% | -5.1% |
| 30D | +1.7% | -5.4% | +7.2% | +2.1% |
| 3M | +5.8% | -32.1% | +38.0% | +8.2% |
| 6M | +11.9% | -28.5% | +40.4% | +13.4% |
| YTD | +19.7% | -34.0% | +53.8% | +21.7% |
| 1Y | +46.7% | -20.9% | +67.7% | +47.0% |
| 3Y | -18.6% | +151.5% | -170.2% | -29.8% |
| 5Y | -29.8% | -28.8% | -1.0% | -35.6% |
| All | -23.8% | -31.6% | +7.8% | -33.0% |
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