+566.1%
BIIB vs SNY
+241.9%
+324.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -1.7% | -3.3% | +1.7% | -0.2% |
| 30D | +4.0% | -2.2% | +6.1% | +5.0% |
| 3M | +8.6% | -3.0% | +11.6% | +10.1% |
| 6M | +14.0% | +2.7% | +11.3% | +12.3% |
| YTD | +23.4% | -6.8% | +30.2% | +26.6% |
| 1Y | +45.9% | -5.3% | +51.2% | +48.4% |
| 3Y | -16.1% | -9.8% | -6.3% | -15.1% |
| 5Y | -27.6% | +9.7% | -37.2% | -34.2% |
| 10Y | -26.7% | +64.5% | -91.2% | -44.4% |
| All | +566.1% | +241.9% | +324.2% | +229.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling