+447.8%
SN vs BIIB
-4.1%
+451.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.7% | +2.5% |
| 7D | +1.5% | +2.0% | -0.5% | +1.0% |
| 30D | +21.5% | +8.8% | +12.7% | +18.7% |
| 3M | +20.0% | +20.3% | -0.3% | +13.9% |
| 6M | +119.9% | +23.9% | +96.0% | +105.7% |
| YTD | +102.3% | +44.0% | +58.3% | +78.4% |
| 1Y | +148.0% | +53.8% | +94.2% | +113.1% |
| 3Y | +450.0% | +13.8% | +436.2% | +390.5% |
| All | +447.8% | -4.1% | +451.9% | +441.5% |
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 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