+56.0%
HAS vs BIIB
-30.8%
+86.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -4.8% | -5.4% | +0.5% | -4.3% |
| 30D | -5.1% | +1.7% | -6.9% | -5.4% |
| 3M | +6.4% | +5.8% | +0.5% | +5.6% |
| 6M | -5.6% | +11.9% | -17.6% | -7.1% |
| YTD | +11.0% | +19.7% | -8.8% | +8.2% |
| 1Y | +16.8% | +46.7% | -30.0% | +11.2% |
| 3Y | +44.0% | -18.6% | +62.7% | +43.9% |
| 5Y | +11.0% | -29.8% | +40.8% | +11.0% |
| 10Y | +56.0% | -28.8% | +84.8% | +54.7% |
| All | +56.0% | -30.8% | +86.8% | +54.7% |
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