+53.3%
SGI vs BIIB
-19.0%
+72.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +0.6% | -5.4% | +6.0% | +1.9% |
| 30D | +5.5% | +1.7% | +3.8% | +5.1% |
| 3M | -3.6% | +5.8% | -9.4% | -5.2% |
| 6M | -15.0% | +11.9% | -27.0% | -17.9% |
| YTD | -23.0% | +19.7% | -42.8% | -27.5% |
| 1Y | -18.4% | +46.7% | -65.2% | -28.3% |
| All | +53.3% | -19.0% | +72.3% | +70.4% |
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