+2,292.0%
BIIB vs SBAC
+2,215.3%
+76.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -0.4% | -2.8% | +2.4% | 0.0% |
| 30D | +10.5% | +3.1% | +7.3% | +9.9% |
| 3M | +24.3% | +5.1% | +19.1% | +23.2% |
| 6M | +28.0% | -11.4% | +39.4% | +29.9% |
| YTD | +44.0% | +0.2% | +43.8% | +42.4% |
| 1Y | +58.8% | -3.9% | +62.7% | +58.1% |
| 3Y | +12.7% | -7.7% | +20.4% | +12.3% |
| 5Y | -4.9% | -39.7% | +34.8% | +0.1% |
| 10Y | -20.6% | +111.9% | -132.5% | -29.9% |
| All | +2,292.0% | +2,215.3% | +76.7% | +1,871.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling