+126.5%
HSY vs BIIB
-26.2%
+152.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +0.1% | -1.7% | +1.8% | +0.3% |
| 30D | -5.2% | +4.0% | -9.1% | -5.6% |
| 3M | -3.4% | +8.6% | -12.0% | -4.3% |
| 6M | -19.2% | +14.0% | -33.2% | -20.4% |
| YTD | -2.6% | +23.4% | -26.0% | -4.8% |
| 1Y | -3.8% | +45.9% | -49.7% | -7.5% |
| 3Y | -10.6% | -16.1% | +5.5% | -10.7% |
| 5Y | +12.3% | -27.6% | +39.9% | +12.3% |
| All | +126.5% | -26.2% | +152.7% | +120.4% |
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