+231.1%
HOOD vs BIIB
-37.1%
+268.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.5% |
| 7D | +7.7% | -5.4% | +13.1% | +9.8% |
| 30D | +22.0% | +1.7% | +20.2% | +21.5% |
| 3M | +37.6% | +5.8% | +31.8% | +34.1% |
| 6M | +45.3% | +11.9% | +33.3% | +37.5% |
| YTD | +1.9% | +19.7% | -17.8% | -6.6% |
| 1Y | -2.7% | +46.7% | -49.5% | -18.1% |
| 3Y | +973.4% | -18.6% | +992.0% | +1,026.1% |
| 5Y | +179.3% | -29.8% | +209.1% | +232.6% |
| All | +231.1% | -37.1% | +268.2% | +345.3% |
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 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