-78.5%
SNAP vs BIIB
-13.7%
-64.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | +6.0% | +2.0% | +4.0% | +5.6% |
| 30D | -13.8% | +8.8% | -22.6% | -15.3% |
| 3M | -0.8% | +20.3% | -21.0% | -4.7% |
| 6M | -6.2% | +23.9% | -30.1% | -10.8% |
| YTD | -34.8% | +44.0% | -78.8% | -40.4% |
| 1Y | -38.7% | +53.8% | -92.5% | -44.8% |
| 3Y | -53.5% | +13.8% | -67.3% | -55.8% |
| 5Y | -90.2% | -6.3% | -83.9% | -90.6% |
| All | -78.5% | -13.7% | -64.8% | -78.5% |
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