-30.4%
BIIB vs ALM
+3,082.3%
-3,112.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.8% |
| 7D | -5.4% | +3.6% | -9.0% | -5.4% |
| 30D | +1.7% | +33.8% | -32.1% | +1.2% |
| 3M | +5.8% | +14.8% | -8.9% | +5.4% |
| 6M | +11.9% | -7.0% | +18.9% | +11.6% |
| YTD | +19.7% | +108.1% | -88.3% | +17.3% |
| 1Y | +46.7% | +313.8% | -267.0% | +41.5% |
| 3Y | -18.6% | +2,227.6% | -2,246.3% | -25.9% |
| 5Y | -29.8% | +956.6% | -986.4% | -35.4% |
| All | -30.4% | +3,082.3% | -3,112.7% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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