+44.0%
HUBB vs BIIB
-17.2%
+61.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.9% |
| 7D | -1.7% | -4.0% | +2.4% | -1.1% |
| 30D | -12.7% | +5.7% | -18.3% | -13.4% |
| 3M | -2.9% | +10.9% | -13.9% | -4.8% |
| 6M | -4.8% | +14.3% | -19.1% | -7.3% |
| YTD | +2.8% | +22.4% | -19.6% | -1.3% |
| 1Y | +3.5% | +51.1% | -47.5% | -4.5% |
| All | +44.0% | -17.2% | +61.2% | +39.2% |
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