+45.9%
BIIB vs SNY
-4.5%
+50.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -1.7% | -3.3% | +1.7% | -0.1% |
| 30D | +4.0% | -2.2% | +6.1% | +5.1% |
| 3M | +8.6% | -3.0% | +11.6% | +9.9% |
| 6M | +14.0% | +2.7% | +11.3% | +12.2% |
| YTD | +23.4% | -6.8% | +30.2% | +26.9% |
| 1Y | +45.9% | -5.3% | +51.2% | +43.6% |
| All | +45.9% | -4.5% | +50.4% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling