+2,432.7%
SAP vs BIIB
+17,430.6%
-14,997.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -6.0% | -4.5% |
| 7D | -0.7% | -2.1% | +1.4% | -0.3% |
| 30D | +11.1% | +11.8% | -0.7% | +8.7% |
| 3M | +17.0% | +20.4% | -3.4% | +12.8% |
| 6M | +34.8% | +30.2% | +4.6% | +27.6% |
| YTD | -2.2% | +41.1% | -43.3% | -9.3% |
| 1Y | -6.4% | +58.4% | -64.9% | -15.2% |
| 3Y | +75.1% | -0.1% | +75.3% | +70.6% |
| 5Y | +69.8% | -10.9% | +80.7% | +65.6% |
| 10Y | +219.8% | -10.3% | +230.2% | +183.7% |
| All | +2,432.7% | +17,430.6% | -14,997.9% | +857.6% |
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 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