+9.0%
HCA vs BIIB
+68.6%
-59.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.2% | +8.1% | +10.0% |
| 7D | +10.2% | +4.3% | +6.0% | +9.6% |
| 30D | +17.4% | +13.8% | +3.6% | +15.1% |
| 3M | +27.7% | +22.1% | +5.6% | +23.9% |
| 6M | +20.0% | +35.9% | -15.9% | +15.5% |
| YTD | +10.0% | +44.6% | -34.6% | +4.8% |
| 1Y | +9.0% | +70.4% | -61.4% | -3.4% |
| All | +9.0% | +68.6% | -59.6% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling