+20.3%
SHW vs BIIB
-19.0%
+39.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.5% |
| 7D | -3.2% | -5.4% | +2.2% | -1.9% |
| 30D | -11.4% | +1.7% | -13.1% | -11.8% |
| 3M | +3.5% | +5.8% | -2.4% | +1.8% |
| 6M | -3.4% | +11.9% | -15.3% | -6.6% |
| YTD | -0.3% | +19.7% | -20.1% | -5.6% |
| 1Y | -10.4% | +46.7% | -57.2% | -20.0% |
| All | +20.3% | -19.0% | +39.3% | +22.6% |
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