-5.9%
SAP vs BIIB
+68.6%
-74.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +4.0% |
| 7D | +1.3% | +4.3% | -3.0% | +1.0% |
| 30D | +15.5% | +13.8% | +1.7% | +14.4% |
| 3M | +22.8% | +22.1% | +0.7% | +21.1% |
| 6M | +42.5% | +35.9% | +6.5% | +40.7% |
| YTD | +0.5% | +44.6% | -44.1% | -1.5% |
| 1Y | -5.9% | +70.4% | -76.3% | -9.7% |
| All | -5.9% | +68.6% | -74.6% | -9.7% |
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