+589.4%
SE vs BIIB
-35.6%
+625.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | -6.1% | +1.1% | -7.2% | -6.3% |
| 30D | -2.5% | +6.9% | -9.3% | -4.1% |
| 3M | +21.7% | +12.4% | +9.3% | +17.6% |
| 6M | +27.0% | +16.3% | +10.7% | +21.3% |
| YTD | -12.1% | +25.5% | -37.6% | -18.0% |
| 1Y | -40.9% | +57.8% | -98.7% | -48.2% |
| 3Y | +191.0% | -17.3% | +208.3% | +196.4% |
| 5Y | -68.3% | -33.8% | -34.5% | -66.8% |
| All | +589.4% | -35.6% | +625.0% | +591.6% |
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