+6.3%
BIIB vs ALM
+7,705.7%
-7,699.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.6% |
| 7D | +1.1% | -2.6% | +3.7% | +1.1% |
| 30D | +6.9% | +32.0% | -25.1% | +6.7% |
| 3M | +12.4% | -15.0% | +27.4% | +12.4% |
| 6M | +16.3% | -10.1% | +26.4% | +16.2% |
| YTD | +25.5% | +99.4% | -74.0% | +24.7% |
| 1Y | +57.8% | +316.4% | -258.5% | +56.1% |
| 3Y | -17.3% | +2,022.0% | -2,039.3% | -19.3% |
| 5Y | -33.8% | +941.2% | -975.0% | -35.2% |
| 10Y | -29.6% | +2,950.3% | -2,979.9% | -32.0% |
| All | +6.3% | +7,705.7% | -7,699.5% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling