-18.0%
BIIB vs ALHC
+141.7%
-159.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.7% |
| 7D | -1.6% | -1.0% | -0.7% | -1.6% |
| 30D | +2.2% | -6.3% | +8.5% | +2.4% |
| 3M | +10.3% | -12.3% | +22.6% | +10.4% |
| 6M | +14.9% | -27.0% | +42.0% | +15.6% |
| YTD | +20.7% | -31.8% | +52.6% | +21.6% |
| 1Y | +50.3% | -17.0% | +67.4% | +50.1% |
| 3Y | -18.0% | +159.8% | -177.8% | -25.3% |
| All | -18.0% | +141.7% | -159.6% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling