+272.7%
SFM vs BIIB
-26.8%
+299.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.5% | -1.5% |
| 7D | -8.8% | -4.0% | -4.7% | -8.3% |
| 30D | -14.5% | +5.7% | -20.1% | -15.0% |
| 3M | -16.8% | +10.9% | -27.7% | -17.9% |
| 6M | -5.3% | +14.3% | -19.7% | -7.1% |
| YTD | -9.4% | +22.4% | -31.8% | -11.9% |
| 1Y | -46.2% | +51.1% | -97.2% | -49.0% |
| 3Y | +81.3% | -16.8% | +98.1% | +83.3% |
| 5Y | +211.9% | -28.1% | +240.0% | +215.9% |
| All | +272.7% | -26.8% | +299.5% | +254.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling