+26.1%
BMY vs ALHC
-29.3%
+55.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.2% |
| 7D | -3.3% | -1.0% | -2.4% | -3.3% |
| 30D | 0.0% | -6.3% | +6.3% | +0.1% |
| 3M | +17.7% | -12.3% | +30.0% | +17.6% |
| 6M | +9.6% | -27.0% | +36.6% | +9.9% |
| YTD | +24.0% | -31.8% | +55.8% | +24.3% |
| 1Y | +45.1% | -17.0% | +62.1% | +44.9% |
| 3Y | +22.5% | +159.8% | -137.4% | +18.3% |
| 5Y | +22.3% | -25.1% | +47.4% | +18.9% |
| All | +26.1% | -29.3% | +55.4% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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