+345.3%
SAN vs BIIB
-26.2%
+371.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.2% |
| 7D | +0.2% | -1.7% | +1.9% | +0.4% |
| 30D | +0.9% | +4.0% | -3.0% | +0.4% |
| 3M | +19.1% | +8.6% | +10.5% | +17.5% |
| 6M | +33.2% | +14.0% | +19.2% | +30.4% |
| YTD | +29.1% | +23.4% | +5.7% | +24.9% |
| 1Y | +50.2% | +45.9% | +4.3% | +42.0% |
| 3Y | +351.0% | -16.1% | +367.2% | +352.7% |
| 5Y | +394.7% | -27.6% | +422.2% | +397.0% |
| All | +345.3% | -26.2% | +371.4% | +333.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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