+22.3%
BMY vs ALHC
-61.8%
+84.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -1.4% | +3.9% | -5.3% | -1.5% |
| 30D | +5.1% | -3.6% | +8.8% | +5.1% |
| 3M | -3.0% | -49.4% | +46.4% | -1.9% |
| 6M | +13.1% | -59.5% | +72.5% | +14.4% |
| YTD | +20.3% | -63.2% | +83.5% | +21.8% |
| 1Y | +39.0% | -55.5% | +94.5% | +40.3% |
| 3Y | +42.0% | +23.0% | +19.0% | +38.9% |
| 5Y | +28.5% | -65.7% | +94.3% | +26.6% |
| All | +22.3% | -61.8% | +84.2% | +20.9% |
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