-28.3%
BIIB vs SHAK
+87.2%
-115.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.4% |
| 7D | -1.7% | -8.3% | +6.6% | -0.6% |
| 30D | +4.0% | -12.6% | +16.6% | +5.7% |
| 3M | +8.6% | +9.1% | -0.5% | +7.1% |
| 6M | +14.0% | -31.2% | +45.3% | +17.8% |
| YTD | +23.4% | -21.6% | +45.0% | +24.9% |
| 1Y | +45.9% | -38.8% | +84.7% | +52.3% |
| 3Y | -16.1% | +0.6% | -16.7% | -21.1% |
| 5Y | -27.6% | -22.5% | -5.0% | -31.9% |
| All | -28.3% | +87.2% | -115.5% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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