+498.2%
HCA vs BIIB
-26.2%
+524.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +5.4% | -1.7% | +7.1% | +5.6% |
| 30D | +3.0% | +4.0% | -1.0% | +2.4% |
| 3M | +13.0% | +8.6% | +4.4% | +11.7% |
| 6M | -20.3% | +14.0% | -34.3% | -21.8% |
| YTD | -8.2% | +23.4% | -31.6% | -11.1% |
| 1Y | +6.7% | +45.9% | -39.2% | +0.9% |
| 3Y | +60.4% | -16.1% | +76.5% | +61.2% |
| 5Y | +73.4% | -27.6% | +101.0% | +74.4% |
| All | +498.2% | -26.2% | +524.4% | +464.5% |
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