+323.8%
SN vs BIIB
-19.6%
+343.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +2.0% |
| 7D | +0.1% | -1.6% | +1.8% | +0.5% |
| 30D | -5.6% | +2.2% | -7.8% | -6.3% |
| 3M | +48.1% | +10.3% | +37.7% | +43.2% |
| 6M | +57.6% | +14.9% | +42.7% | +49.4% |
| YTD | +56.5% | +20.7% | +35.8% | +45.0% |
| 1Y | +52.6% | +50.3% | +2.2% | +29.2% |
| 3Y | +412.0% | -18.0% | +429.9% | +429.2% |
| All | +323.8% | -19.6% | +343.3% | +340.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling