-22.1%
BIIB vs ALM
+1,942.8%
-1,964.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -1.1% |
| 7D | +2.7% | -4.0% | +6.7% | +2.7% |
| 30D | +9.4% | -30.5% | +39.9% | +10.0% |
| 3M | +19.9% | -46.9% | +66.8% | +20.9% |
| 6M | +25.6% | -65.5% | +91.1% | +27.3% |
| YTD | +42.3% | -13.4% | +55.7% | +41.3% |
| 1Y | +55.1% | +9.8% | +45.3% | +53.2% |
| 3Y | +11.4% | +783.1% | -771.7% | +3.6% |
| 5Y | -7.4% | +378.3% | -385.7% | -13.5% |
| All | -22.1% | +1,942.8% | -1,964.9% | -32.7% |
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