+210.1%
HIMS vs BIIB
-28.1%
+238.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | -0.7% | -1.7% | +0.9% | -0.2% |
| 30D | -8.2% | +4.0% | -12.2% | -9.5% |
| 3M | -4.7% | +8.6% | -13.3% | -8.7% |
| 6M | +6.3% | +14.0% | -7.7% | -0.7% |
| YTD | -15.3% | +23.4% | -38.7% | -23.5% |
| 1Y | -46.9% | +45.9% | -92.7% | -55.7% |
| 3Y | +321.3% | -16.1% | +337.4% | +343.6% |
| All | +210.1% | -28.1% | +238.2% | +251.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling