-4.5%
BIIB vs ALHC
-65.8%
+61.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.7% |
| 7D | +2.4% | +3.9% | -1.5% | +2.1% |
| 30D | +12.9% | -3.6% | +16.6% | +13.1% |
| 3M | +22.6% | -49.4% | +72.0% | +28.1% |
| 6M | +31.7% | -59.5% | +91.2% | +38.8% |
| YTD | +44.8% | -63.2% | +108.0% | +53.0% |
| 1Y | +63.9% | -55.5% | +119.4% | +70.4% |
| 3Y | +13.5% | +23.0% | -9.6% | +1.5% |
| All | -4.5% | -65.8% | +61.2% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling