-29.8%
BIIB vs SBAC
-44.9%
+15.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -5.4% | +0.2% | -5.5% | -5.4% |
| 30D | +1.7% | +3.9% | -2.1% | +0.8% |
| 3M | +5.8% | -8.2% | +14.0% | +7.7% |
| 6M | +11.9% | -2.8% | +14.7% | +11.4% |
| YTD | +19.7% | -1.5% | +21.3% | +18.4% |
| 1Y | +46.7% | 0.0% | +46.7% | +44.1% |
| 3Y | -18.6% | -8.4% | -10.2% | -19.2% |
| 5Y | -29.8% | -43.5% | +13.7% | -19.7% |
| All | -29.8% | -44.9% | +15.2% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling