-21.2%
BIIB vs SBAC
+114.8%
-136.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.7% |
| 7D | +2.0% | +0.6% | +1.4% | +1.8% |
| 30D | +8.8% | +5.5% | +3.4% | +7.0% |
| 3M | +20.3% | +3.1% | +17.2% | +18.9% |
| 6M | +23.9% | -7.0% | +30.9% | +25.8% |
| YTD | +44.0% | +0.5% | +43.5% | +40.4% |
| 1Y | +53.8% | +0.2% | +53.6% | +50.1% |
| 3Y | +13.8% | -7.4% | +21.2% | +12.1% |
| 5Y | -6.3% | -39.7% | +33.4% | +6.0% |
| All | -21.2% | +114.8% | -136.0% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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