+689.9%
SEI vs BIIB
-17.5%
+707.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.6% | +5.9% |
| 7D | +28.2% | -5.4% | +33.6% | +29.2% |
| 30D | +15.5% | +1.7% | +13.7% | +15.0% |
| 3M | -1.4% | +5.8% | -7.2% | -2.9% |
| 6M | +37.4% | +11.9% | +25.5% | +33.7% |
| YTD | +47.8% | +19.7% | +28.1% | +42.0% |
| 1Y | +174.3% | +46.7% | +127.6% | +153.8% |
| 3Y | +598.5% | -18.6% | +617.1% | +604.8% |
| 5Y | +1,026.2% | -29.8% | +1,056.0% | +1,042.5% |
| All | +689.9% | -17.5% | +707.4% | +611.7% |
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