+562.3%
SE vs BIIB
-37.2%
+599.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.2% | -1.5% |
| 7D | -4.8% | -4.0% | -0.7% | -3.9% |
| 30D | -18.1% | +5.7% | -23.8% | -19.2% |
| 3M | +30.6% | +10.9% | +19.7% | +26.6% |
| 6M | +20.8% | +14.3% | +6.4% | +15.8% |
| YTD | -15.6% | +22.4% | -38.0% | -20.7% |
| 1Y | -44.2% | +51.1% | -95.3% | -50.6% |
| 3Y | +181.5% | -16.8% | +198.4% | +186.0% |
| 5Y | -66.9% | -28.1% | -38.8% | -65.9% |
| All | +562.3% | -37.2% | +599.5% | +568.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling