-4.9%
BIIB vs SBAC
-39.8%
+34.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -0.4% | -2.8% | +2.4% | +0.3% |
| 30D | +10.5% | +3.1% | +7.3% | +9.5% |
| 3M | +24.3% | +5.1% | +19.1% | +22.5% |
| 6M | +28.0% | -11.4% | +39.4% | +31.1% |
| YTD | +44.0% | +0.2% | +43.8% | +41.4% |
| 1Y | +58.8% | -3.9% | +62.7% | +58.1% |
| 3Y | +12.7% | -7.7% | +20.4% | +11.8% |
| 5Y | -4.9% | -39.7% | +34.8% | +7.4% |
| All | -4.9% | -39.8% | +34.8% | +7.4% |
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