+1,913.3%
SAN vs BIIB
+8,341.7%
-6,428.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +10.8% | +1.7% | +9.0% | +10.5% |
| 30D | -5.7% | +12.2% | -17.9% | -7.1% |
| 3M | -13.4% | +22.3% | -35.7% | -15.6% |
| 6M | +3.5% | +30.9% | -27.4% | -0.2% |
| YTD | +9.7% | +43.9% | -34.2% | +4.3% |
| 1Y | +20.9% | +62.1% | -41.2% | +13.2% |
| 3Y | +254.3% | +12.7% | +241.6% | +244.3% |
| 5Y | +304.2% | -5.1% | +309.3% | +296.6% |
| 10Y | +260.2% | -21.9% | +282.2% | +241.1% |
| All | +1,913.3% | +8,341.7% | -6,428.4% | +1,128.2% |
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 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