+588.2%
HBM vs BIIB
-26.2%
+614.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -3.3% | -1.7% | -1.6% | -3.1% |
| 30D | -4.8% | +4.0% | -8.8% | -5.7% |
| 3M | -0.4% | +8.6% | -9.0% | -2.8% |
| 6M | +17.9% | +14.0% | +3.9% | +13.4% |
| YTD | +33.7% | +23.4% | +10.3% | +26.0% |
| 1Y | +95.6% | +45.9% | +49.7% | +76.9% |
| 3Y | +458.1% | -16.1% | +474.3% | +462.7% |
| 5Y | +329.0% | -27.6% | +356.6% | +337.1% |
| All | +588.2% | -26.2% | +614.4% | +537.9% |
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