+319.5%
SN vs BIIB
-16.4%
+336.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | -9.3% | +1.1% | -10.4% | -9.6% |
| 30D | -4.8% | +6.9% | -11.7% | -6.6% |
| 3M | +40.4% | +12.4% | +28.0% | +35.2% |
| 6M | +50.9% | +16.3% | +34.7% | +42.9% |
| YTD | +54.9% | +25.5% | +29.5% | +42.1% |
| 1Y | +43.0% | +57.8% | -14.8% | +19.3% |
| 3Y | +391.8% | -17.3% | +409.2% | +405.2% |
| All | +319.5% | -16.4% | +336.0% | +331.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling