-19.4%
SE vs BIIB
+27.1%
-46.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | 0.0% | +1.1% |
| 7D | -0.5% | +2.0% | -2.5% | -0.6% |
| 30D | -20.9% | +8.8% | -29.8% | -20.9% |
| 3M | -38.9% | +20.3% | -59.2% | -38.9% |
| 6M | -19.4% | +23.9% | -43.3% | -20.0% |
| All | -19.4% | +27.1% | -46.5% | -20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling