-46.2%
SFM vs BIIB
+50.7%
-96.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.5% | -1.2% |
| 7D | -8.8% | -4.0% | -4.7% | -8.8% |
| 30D | -14.5% | +5.7% | -20.1% | -14.3% |
| 3M | -16.8% | +10.9% | -27.7% | -16.0% |
| 6M | -5.3% | +14.3% | -19.7% | -3.8% |
| YTD | -9.4% | +22.4% | -31.8% | -7.7% |
| 1Y | -46.2% | +51.1% | -97.2% | -45.3% |
| All | -46.2% | +50.7% | -96.8% | -45.3% |
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 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