+158.9%
SN vs BIIB
+68.6%
+90.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +3.8% |
| 7D | +10.6% | +4.3% | +6.4% | +10.1% |
| 30D | +20.0% | +13.8% | +6.2% | +18.3% |
| 3M | +30.4% | +22.1% | +8.3% | +27.6% |
| 6M | +91.0% | +35.9% | +55.1% | +84.0% |
| YTD | +95.9% | +44.6% | +51.3% | +85.8% |
| 1Y | +158.9% | +70.4% | +88.5% | +139.5% |
| All | +158.9% | +68.6% | +90.2% | +139.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling