+309.7%
SN vs BIIB
-20.3%
+329.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.1% |
| 7D | -3.4% | -5.4% | +2.0% | -1.9% |
| 30D | -9.1% | +1.7% | -10.8% | -9.6% |
| 3M | +31.8% | +5.8% | +25.9% | +28.9% |
| 6M | +52.0% | +11.9% | +40.1% | +45.3% |
| YTD | +51.3% | +19.7% | +31.6% | +40.5% |
| 1Y | +46.9% | +46.7% | +0.1% | +25.5% |
| 3Y | +394.9% | -18.6% | +413.6% | +412.8% |
| All | +309.7% | -20.3% | +329.9% | +326.4% |
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