+2,426.8%
HALO vs BIIB
+294.2%
+2,132.6%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -2.1% | -5.4% | +3.3% | 0.0% |
| 30D | +4.6% | +1.7% | +2.9% | +3.9% |
| 3M | +50.2% | +5.8% | +44.4% | +46.4% |
| 6M | +57.6% | +11.9% | +45.7% | +49.8% |
| YTD | +59.6% | +19.7% | +39.8% | +47.3% |
| 1Y | +41.2% | +46.7% | -5.6% | +20.1% |
| 3Y | +178.9% | -18.6% | +197.5% | +190.9% |
| 5Y | +160.1% | -29.8% | +189.9% | +175.8% |
| 10Y | +967.5% | -28.8% | +996.3% | +797.7% |
| All | +2,426.8% | +294.2% | +2,132.6% | +871.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling