+2,435.9%
SAP vs BIIB
+17,776.5%
-15,340.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | +1.5% | +1.7% | -0.2% | +1.1% |
| 30D | +8.8% | +12.2% | -3.4% | +6.4% |
| 3M | +12.1% | +22.3% | -10.2% | +7.7% |
| 6M | +34.6% | +30.9% | +3.7% | +27.2% |
| YTD | -2.1% | +43.9% | -46.0% | -9.5% |
| 1Y | -5.5% | +62.1% | -67.6% | -14.7% |
| 3Y | +67.4% | +12.7% | +54.8% | +59.6% |
| 5Y | +74.6% | -5.1% | +79.7% | +68.3% |
| 10Y | +224.0% | -21.9% | +246.0% | +196.0% |
| All | +2,435.9% | +17,776.5% | -15,340.6% | +855.3% |
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