+27.0%
USHY vs BIIB
-16.5%
+43.5%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -0.7% | -1.7% | +1.0% | -0.6% |
| 30D | -0.7% | +4.0% | -4.6% | -0.9% |
| 3M | +0.1% | +8.6% | -8.5% | -0.5% |
| 6M | +1.8% | +14.0% | -12.2% | +0.9% |
| YTD | +1.8% | +23.4% | -21.6% | +0.3% |
| 1Y | +3.3% | +45.9% | -42.6% | +0.5% |
| 3Y | +27.0% | -16.1% | +43.1% | +27.4% |
| All | +27.0% | -16.5% | +43.5% | +27.4% |
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 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