+47.5%
SGI vs BIIB
-28.2%
+75.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.7% |
| 7D | -4.9% | -4.0% | -0.9% | -3.9% |
| 30D | +1.6% | +5.7% | -4.1% | +0.1% |
| 3M | -3.2% | +10.9% | -14.1% | -6.1% |
| 6M | -16.0% | +14.3% | -30.4% | -19.6% |
| YTD | -25.4% | +22.4% | -47.8% | -30.3% |
| 1Y | -21.6% | +51.1% | -72.6% | -31.3% |
| 3Y | +52.9% | -16.8% | +69.7% | +56.7% |
| 5Y | +47.5% | -28.1% | +75.6% | +47.1% |
| All | +47.5% | -28.2% | +75.7% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling