+243.8%
HPQ vs BIIB
-26.2%
+270.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.8% | +7.6% | +8.3% |
| 7D | +9.8% | -1.7% | +11.4% | +10.1% |
| 30D | +22.4% | +4.0% | +18.4% | +21.5% |
| 3M | +45.2% | +8.6% | +36.6% | +42.6% |
| 6M | +96.4% | +14.0% | +82.4% | +90.8% |
| YTD | +65.4% | +23.4% | +42.0% | +58.0% |
| 1Y | +31.6% | +45.9% | -14.3% | +21.7% |
| 3Y | +37.0% | -16.1% | +53.2% | +37.7% |
| 5Y | +53.0% | -27.6% | +80.6% | +54.6% |
| All | +243.8% | -26.2% | +270.0% | +233.6% |
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 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