+102.9%
SFM vs BIIB
+0.9%
+102.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.1% |
| 7D | -0.1% | +1.1% | -1.1% | -0.2% |
| 30D | -4.4% | +6.9% | -11.2% | -5.1% |
| 3M | +1.5% | +12.4% | -10.9% | 0.0% |
| 6M | +6.5% | +16.3% | -9.8% | +4.3% |
| YTD | +2.2% | +25.5% | -23.3% | -1.0% |
| 1Y | -41.9% | +57.8% | -99.7% | -45.3% |
| 3Y | +106.8% | -17.3% | +124.1% | +108.9% |
| 5Y | +231.6% | -33.8% | +265.4% | +238.7% |
| 10Y | +258.4% | -29.6% | +288.0% | +242.7% |
| All | +102.9% | +0.9% | +102.0% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling