+1,731.8%
HCA vs BIIB
+196.6%
+1,535.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.8% | +5.1% |
| 7D | +4.9% | -5.4% | +10.3% | +5.8% |
| 30D | +1.9% | +1.7% | +0.1% | +1.6% |
| 3M | +12.7% | +5.8% | +6.9% | +11.6% |
| 6M | -22.3% | +11.9% | -34.3% | -24.0% |
| YTD | -9.3% | +19.7% | -29.1% | -12.4% |
| 1Y | +2.7% | +46.7% | -44.0% | -4.0% |
| 3Y | +57.8% | -18.6% | +76.5% | +59.9% |
| 5Y | +70.3% | -29.8% | +100.1% | +73.6% |
| 10Y | +499.7% | -28.8% | +528.5% | +459.5% |
| All | +1,731.8% | +196.6% | +1,535.2% | +1,000.3% |
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