-11.3%
SIRI vs BIIB
-26.2%
+14.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | +0.6% | -1.7% | +2.2% | +0.9% |
| 30D | +2.5% | +4.0% | -1.5% | +1.8% |
| 3M | +6.6% | +8.6% | -2.0% | +4.8% |
| 6M | +32.9% | +14.0% | +18.9% | +29.2% |
| YTD | +50.5% | +23.4% | +27.1% | +43.8% |
| 1Y | +28.0% | +45.9% | -17.9% | +18.3% |
| 3Y | -22.4% | -16.1% | -6.3% | -21.9% |
| 5Y | -41.3% | -27.6% | -13.7% | -40.5% |
| All | -11.3% | -26.2% | +14.9% | -15.7% |
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