-44.6%
BIIB vs SHAK
+31.3%
-75.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.5% |
| 7D | -4.0% | -11.0% | +6.9% | -2.7% |
| 30D | +5.7% | -14.0% | +19.7% | +7.5% |
| 3M | +10.9% | +13.3% | -2.3% | +9.0% |
| 6M | +14.3% | -35.3% | +49.7% | +18.8% |
| YTD | +22.4% | -24.0% | +46.4% | +24.4% |
| 1Y | +51.1% | -36.7% | +87.8% | +56.7% |
| 3Y | -16.8% | -5.4% | -11.5% | -20.6% |
| 5Y | -28.1% | -24.9% | -3.2% | -31.7% |
| 10Y | -27.2% | +79.6% | -106.9% | -41.7% |
| All | -44.6% | +31.3% | -75.9% | -54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling