+48.8%
SAN vs BIIB
+50.7%
-1.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.6% | -0.6% |
| 7D | -2.8% | -4.0% | +1.3% | -2.4% |
| 30D | -0.5% | +5.7% | -6.2% | -1.1% |
| 3M | +22.7% | +10.9% | +11.8% | +20.9% |
| 6M | +28.8% | +14.3% | +14.4% | +25.9% |
| YTD | +26.3% | +22.4% | +3.9% | +22.1% |
| 1Y | +48.8% | +51.1% | -2.2% | +41.5% |
| All | +48.8% | +50.7% | -1.8% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling