-36.3%
SFM vs BIIB
+56.8%
-93.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.2% | +1.3% |
| 7D | +6.0% | +2.0% | +4.0% | +6.0% |
| 30D | -19.5% | +8.8% | -28.3% | -19.4% |
| 3M | -37.0% | +20.3% | -57.3% | -36.9% |
| 6M | -41.0% | +23.9% | -64.9% | -40.7% |
| YTD | -34.6% | +44.0% | -78.6% | -33.3% |
| 1Y | -36.3% | +53.8% | -90.1% | -35.1% |
| All | -36.3% | +56.8% | -93.1% | -35.1% |
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