-75.2%
SEDG vs BIIB
-17.2%
-58.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.1% | +3.1% |
| 7D | +8.7% | -4.0% | +12.8% | +11.2% |
| 30D | +10.3% | +5.7% | +4.7% | +6.8% |
| 3M | -32.6% | +10.9% | -43.5% | -38.1% |
| 6M | -3.6% | +14.3% | -17.9% | -16.1% |
| YTD | +27.4% | +22.4% | +5.0% | +2.7% |
| 1Y | +24.9% | +51.1% | -26.1% | -18.8% |
| All | -75.2% | -17.2% | -58.0% | -72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling