+7.4%
HAL vs BIIB
-30.8%
+38.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -1.3% | -5.4% | +4.0% | -0.6% |
| 30D | +10.9% | +1.7% | +9.1% | +10.5% |
| 3M | -5.8% | +5.8% | -11.7% | -7.0% |
| 6M | +8.1% | +11.9% | -3.8% | +5.7% |
| YTD | +33.2% | +19.7% | +13.5% | +28.6% |
| 1Y | +74.2% | +46.7% | +27.4% | +62.6% |
| 3Y | -3.7% | -18.6% | +14.9% | -3.4% |
| 5Y | +111.9% | -29.8% | +141.7% | +113.6% |
| 10Y | +7.4% | -28.8% | +36.2% | +1.7% |
| All | +7.4% | -30.8% | +38.2% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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