+11,210.4%
HD vs BIIB
+8,395.7%
+2,814.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +2.6% |
| 7D | +3.6% | +2.4% | +1.2% | +3.3% |
| 30D | +21.6% | +12.9% | +8.6% | +19.8% |
| 3M | +0.1% | +22.6% | -22.5% | -2.4% |
| 6M | +13.0% | +31.7% | -18.8% | +8.9% |
| YTD | +4.9% | +44.8% | -39.9% | -0.2% |
| 1Y | -2.1% | +63.9% | -66.0% | -8.4% |
| 3Y | +32.6% | +13.5% | +19.1% | +28.8% |
| 5Y | +8.2% | -5.6% | +13.8% | +6.3% |
| 10Y | +257.9% | -20.3% | +278.2% | +241.0% |
| All | +11,210.4% | +8,395.7% | +2,814.8% | +5,805.4% |
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 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