+50.7%
USHY vs BIIB
-31.5%
+82.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.7% | +0.2% |
| 7D | 0.0% | -1.6% | +1.7% | +0.1% |
| 30D | 0.0% | +2.2% | -2.2% | -0.2% |
| 3M | +1.2% | +10.3% | -9.2% | +0.5% |
| 6M | +2.6% | +14.9% | -12.3% | +1.6% |
| YTD | +2.4% | +20.7% | -18.3% | +1.1% |
| 1Y | +4.2% | +50.3% | -46.1% | +1.4% |
| 3Y | +28.0% | -18.0% | +46.0% | +28.4% |
| 5Y | +21.8% | -33.9% | +55.7% | +22.4% |
| All | +50.7% | -31.5% | +82.2% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling