+354.2%
SAN vs BIIB
-19.0%
+373.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.2% |
| 7D | +3.3% | -1.6% | +5.0% | +3.6% |
| 30D | +1.1% | +2.2% | -1.1% | +0.7% |
| 3M | +22.2% | +10.3% | +11.9% | +19.5% |
| 6M | +36.0% | +14.9% | +21.1% | +31.4% |
| YTD | +28.2% | +20.7% | +7.5% | +22.4% |
| 1Y | +54.1% | +50.3% | +3.8% | +39.9% |
| 3Y | +354.2% | -18.0% | +372.2% | +373.6% |
| All | +354.2% | -19.0% | +373.2% | +373.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling