+273.5%
SHW vs BIIB
-26.8%
+300.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.4% |
| 7D | -4.5% | -4.0% | -0.4% | -3.8% |
| 30D | -12.7% | +5.7% | -18.4% | -13.5% |
| 3M | +4.7% | +10.9% | -6.2% | +2.7% |
| 6M | -3.4% | +14.3% | -17.8% | -6.0% |
| YTD | -1.3% | +22.4% | -23.7% | -5.2% |
| 1Y | -10.4% | +51.1% | -61.4% | -17.1% |
| 3Y | +20.1% | -16.8% | +36.9% | +21.0% |
| 5Y | +10.5% | -28.1% | +38.6% | +12.1% |
| All | +273.5% | -26.8% | +300.3% | +249.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling