+225.5%
HOOD vs BIIB
-35.7%
+261.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.4% |
| 7D | -9.1% | -4.0% | -5.1% | -7.9% |
| 30D | +20.1% | +5.7% | +14.4% | +18.1% |
| 3M | +31.2% | +10.9% | +20.3% | +25.9% |
| 6M | +44.3% | +14.3% | +30.0% | +35.6% |
| YTD | +0.2% | +22.4% | -22.2% | -8.9% |
| 1Y | -3.5% | +51.1% | -54.6% | -19.6% |
| 3Y | +955.2% | -16.8% | +972.0% | +998.7% |
| 5Y | +175.3% | -28.1% | +203.4% | +225.0% |
| All | +225.5% | -35.7% | +261.2% | +334.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling