+363.5%
SE vs BIIB
-26.1%
+389.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | 0.0% | +0.9% |
| 7D | -0.5% | +2.0% | -2.5% | -1.0% |
| 30D | -20.9% | +8.8% | -29.8% | -22.6% |
| 3M | -38.9% | +20.3% | -59.2% | -41.6% |
| 6M | -19.4% | +23.9% | -43.3% | -24.1% |
| YTD | -40.9% | +44.0% | -84.9% | -46.7% |
| 1Y | -46.2% | +53.8% | -100.0% | -52.3% |
| 3Y | +63.7% | +13.8% | +49.9% | +53.3% |
| 5Y | -77.9% | -6.3% | -71.6% | -78.6% |
| All | +363.5% | -26.1% | +389.6% | +349.1% |
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