-77.5%
SNAP vs BIIB
-26.6%
-50.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.7% | +3.5% |
| 7D | -3.2% | -4.0% | +0.9% | -2.3% |
| 30D | +0.2% | +5.7% | -5.5% | -1.0% |
| 3M | +2.6% | +10.9% | -8.3% | 0.0% |
| 6M | +12.4% | +14.3% | -1.9% | +8.6% |
| YTD | -31.6% | +22.4% | -54.0% | -35.1% |
| 1Y | -21.7% | +51.1% | -72.8% | -29.3% |
| 3Y | -41.2% | -16.8% | -24.4% | -40.6% |
| 5Y | -92.6% | -28.1% | -64.4% | -92.5% |
| All | -77.5% | -26.6% | -50.8% | -76.6% |
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