+28.6%
BMY vs ALHC
-64.2%
+92.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.5% |
| 7D | -0.5% | +1.0% | -1.5% | -0.6% |
| 30D | +4.1% | -14.2% | +18.2% | +4.3% |
| 3M | -2.1% | -45.1% | +43.0% | -1.2% |
| 6M | +12.2% | -59.5% | +71.7% | +13.5% |
| YTD | +20.3% | -62.8% | +83.2% | +21.8% |
| 1Y | +39.2% | -55.5% | +94.7% | +40.5% |
| 3Y | +35.6% | +25.7% | +9.9% | +32.4% |
| All | +28.6% | -64.2% | +92.8% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling