+11,142.9%
HD vs BIIB
+8,346.7%
+2,796.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -1.2% | -0.4% | -0.7% | -1.1% |
| 30D | +20.9% | +10.5% | +10.4% | +19.4% |
| 3M | -0.2% | +24.3% | -24.4% | -2.9% |
| 6M | +14.5% | +28.0% | -13.5% | +10.8% |
| YTD | +4.3% | +44.0% | -39.7% | -0.8% |
| 1Y | -3.5% | +58.8% | -62.3% | -9.3% |
| 3Y | +30.1% | +12.7% | +17.4% | +26.5% |
| 5Y | +8.5% | -4.9% | +13.4% | +6.5% |
| 10Y | +245.3% | -20.6% | +265.9% | +229.1% |
| All | +11,142.9% | +8,346.7% | +2,796.2% | +5,774.3% |
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