+398.8%
HL vs BIIB
-17.2%
+416.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.2% | -4.5% |
| 7D | -5.6% | -4.0% | -1.6% | -4.7% |
| 30D | +12.7% | +5.7% | +7.1% | +11.6% |
| 3M | +42.5% | +10.9% | +31.6% | +39.0% |
| 6M | -9.0% | +14.3% | -23.3% | -12.1% |
| YTD | +4.4% | +22.4% | -18.0% | -1.3% |
| 1Y | +82.7% | +51.1% | +31.6% | +61.2% |
| All | +398.8% | -17.2% | +416.0% | +580.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling