+333.1%
SLV vs BIIB
+386.7%
-53.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | -0.3% | +1.1% | -1.4% | -0.4% |
| 30D | +6.7% | +6.9% | -0.2% | +6.1% |
| 3M | -10.7% | +12.4% | -23.1% | -11.6% |
| 6M | -20.6% | +16.3% | -36.9% | -21.7% |
| YTD | -7.1% | +25.5% | -32.6% | -9.1% |
| 1Y | +62.0% | +57.8% | +4.2% | +55.4% |
| 3Y | +169.8% | -17.3% | +187.2% | +171.3% |
| 5Y | +161.5% | -33.8% | +195.3% | +164.8% |
| 10Y | +224.4% | -29.6% | +254.0% | +215.1% |
| All | +333.1% | +386.7% | -53.6% | +192.2% |
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