+1,872.3%
SGI vs BIIB
+495.2%
+1,377.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | +8.5% | +1.1% | +7.5% | +8.3% |
| 30D | +0.7% | +6.9% | -6.2% | -1.1% |
| 3M | +0.6% | +12.4% | -11.8% | -2.8% |
| 6M | -17.9% | +16.3% | -34.2% | -21.8% |
| YTD | -21.2% | +25.5% | -46.7% | -26.7% |
| 1Y | -18.9% | +57.8% | -76.7% | -29.4% |
| 3Y | +52.6% | -17.3% | +70.0% | +56.0% |
| 5Y | +60.7% | -33.8% | +94.5% | +69.5% |
| 10Y | +278.1% | -29.6% | +307.7% | +247.2% |
| All | +1,872.3% | +495.2% | +1,377.0% | +811.4% |
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 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