+256.9%
HL vs BIIB
-26.2%
+283.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | -4.4% | -1.7% | -2.7% | -4.0% |
| 30D | +9.3% | +4.0% | +5.3% | +8.5% |
| 3M | +32.0% | +8.6% | +23.4% | +29.3% |
| 6M | -6.4% | +14.0% | -20.4% | -9.6% |
| YTD | +3.1% | +23.4% | -20.2% | -2.2% |
| 1Y | +77.6% | +45.9% | +31.7% | +61.6% |
| 3Y | +392.8% | -16.1% | +409.0% | +403.9% |
| 5Y | +234.1% | -27.6% | +261.7% | +245.0% |
| All | +256.9% | -26.2% | +283.1% | +260.5% |
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