+55.1%
BIIB vs ALM
+7.9%
+47.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -1.2% |
| 7D | +2.7% | -4.0% | +6.7% | +2.7% |
| 30D | +9.4% | -30.5% | +39.9% | +9.0% |
| 3M | +19.9% | -46.9% | +66.8% | +19.0% |
| 6M | +25.6% | -65.5% | +91.1% | +25.1% |
| YTD | +42.3% | -13.4% | +55.7% | +39.0% |
| 1Y | +55.1% | +9.8% | +45.3% | +50.5% |
| All | +55.1% | +7.9% | +47.2% | +50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling