-41.9%
SFM vs BIIB
+55.8%
-97.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +2.8% |
| 7D | -0.1% | +1.1% | -1.1% | 0.0% |
| 30D | -4.4% | +6.9% | -11.2% | -4.1% |
| 3M | +1.5% | +12.4% | -10.9% | +2.5% |
| 6M | +6.5% | +16.3% | -9.8% | +8.2% |
| YTD | +2.2% | +25.5% | -23.3% | +4.2% |
| 1Y | -41.9% | +57.8% | -99.7% | -40.8% |
| All | -41.9% | +55.8% | -97.6% | -40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling