+192.5%
SHEL vs BIIB
-28.2%
+220.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.9% | +0.2% |
| 7D | +3.9% | -4.0% | +8.0% | +4.3% |
| 30D | +7.0% | +5.7% | +1.3% | +6.4% |
| 3M | +12.5% | +10.9% | +1.6% | +11.2% |
| 6M | +14.8% | +14.3% | +0.4% | +13.0% |
| YTD | +34.2% | +22.4% | +11.8% | +30.8% |
| 1Y | +37.0% | +51.1% | -14.1% | +30.3% |
| 3Y | +70.9% | -16.8% | +87.7% | +68.7% |
| 5Y | +192.5% | -28.1% | +220.7% | +179.9% |
| All | +192.5% | -28.2% | +220.7% | +179.9% |
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 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