+568.6%
SE vs BIIB
-38.6%
+607.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.2% | -3.9% |
| 7D | -3.6% | -5.4% | +1.7% | -2.4% |
| 30D | -5.3% | +1.7% | -7.0% | -5.8% |
| 3M | +28.1% | +5.8% | +22.2% | +25.6% |
| 6M | +20.7% | +11.9% | +8.7% | +16.3% |
| YTD | -14.8% | +19.7% | -34.5% | -19.6% |
| 1Y | -43.6% | +46.7% | -90.3% | -49.6% |
| 3Y | +184.2% | -18.6% | +202.8% | +190.2% |
| 5Y | -66.3% | -29.8% | -36.5% | -65.1% |
| All | +568.6% | -38.6% | +607.1% | +578.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling