+46.7%
BIIB vs ALHC
-19.3%
+66.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.7% |
| 7D | -5.4% | -4.1% | -1.2% | -5.2% |
| 30D | +1.7% | -5.4% | +7.2% | +2.0% |
| 3M | +5.8% | -32.1% | +38.0% | +7.5% |
| 6M | +11.9% | -28.5% | +40.4% | +12.7% |
| YTD | +19.7% | -34.0% | +53.8% | +20.3% |
| 1Y | +46.7% | -20.9% | +67.7% | +51.7% |
| All | +46.7% | -19.3% | +66.1% | +51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling