-33.9%
BIIB vs ALM
+1,033.0%
-1,067.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +8.8% | -12.6% | -3.9% |
| 7D | -1.6% | +8.4% | -10.1% | -1.7% |
| 30D | +2.2% | +34.8% | -32.6% | +1.8% |
| 3M | +10.3% | +16.2% | -5.9% | +10.0% |
| 6M | +14.9% | +2.1% | +12.8% | +14.6% |
| YTD | +20.7% | +117.0% | -96.3% | +18.7% |
| 1Y | +50.3% | +313.9% | -263.5% | +45.9% |
| 3Y | -18.0% | +2,327.9% | -2,345.9% | -25.4% |
| 5Y | -33.9% | +1,040.6% | -1,074.6% | -41.8% |
| All | -33.9% | +1,033.0% | -1,067.0% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling