+91.1%
SFM vs BIIB
-19.0%
+110.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.8% | -2.7% | -6.6% |
| 7D | -5.8% | -1.6% | -4.2% | -5.8% |
| 30D | -11.4% | +2.2% | -13.5% | -11.3% |
| 3M | -12.2% | +10.3% | -22.5% | -11.6% |
| 6M | -5.2% | +14.9% | -20.1% | -4.2% |
| YTD | -4.5% | +20.7% | -25.2% | -3.3% |
| 1Y | -45.4% | +50.3% | -95.7% | -44.3% |
| 3Y | +91.1% | -18.0% | +109.0% | +97.9% |
| All | +91.1% | -19.0% | +110.0% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling