+2,263.9%
SAN vs BIIB
+7,261.0%
-4,997.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | +1.8% | +1.1% | +0.7% | +1.6% |
| 30D | +2.0% | +6.9% | -4.9% | +1.1% |
| 3M | +19.7% | +12.4% | +7.3% | +17.7% |
| 6M | +30.6% | +16.3% | +14.4% | +27.7% |
| YTD | +28.8% | +25.5% | +3.4% | +24.6% |
| 1Y | +57.8% | +57.8% | 0.0% | +48.1% |
| 3Y | +338.1% | -17.3% | +355.5% | +342.3% |
| 5Y | +384.2% | -33.8% | +418.0% | +396.2% |
| 10Y | +353.1% | -29.6% | +382.7% | +334.4% |
| All | +2,263.9% | +7,261.0% | -4,997.1% | +1,367.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling