+210.2%
HD vs BIIB
-30.8%
+241.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -1.8% | -5.4% | +3.5% | -0.9% |
| 30D | -10.8% | +1.7% | -12.6% | -11.1% |
| 3M | -2.7% | +5.8% | -8.5% | -3.8% |
| 6M | -10.3% | +11.9% | -22.2% | -12.4% |
| YTD | -7.8% | +19.7% | -27.6% | -11.1% |
| 1Y | -23.1% | +46.7% | -69.9% | -28.6% |
| 3Y | +2.0% | -18.6% | +20.6% | +3.3% |
| 5Y | +6.2% | -29.8% | +36.0% | +8.1% |
| 10Y | +210.2% | -28.8% | +239.0% | +196.9% |
| All | +210.2% | -30.8% | +241.0% | +196.9% |
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