+438.7%
SN vs BIIB
+9.9%
+428.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +2.3% |
| 7D | +7.6% | +2.4% | +5.3% | +7.0% |
| 30D | +24.1% | +12.9% | +11.2% | +20.3% |
| 3M | +23.7% | +22.6% | +1.1% | +17.2% |
| 6M | +105.5% | +31.7% | +73.8% | +89.7% |
| YTD | +105.1% | +44.8% | +60.3% | +82.3% |
| 1Y | +148.3% | +63.9% | +84.4% | +110.9% |
| 3Y | +438.7% | +13.5% | +425.2% | +412.8% |
| All | +438.7% | +9.9% | +428.8% | +412.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling