+83.4%
SNOW vs BIIB
+13.5%
+69.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.7% | -2.8% |
| 7D | +5.5% | +2.0% | +3.4% | +5.1% |
| 30D | -13.2% | +8.8% | -22.0% | -14.4% |
| 3M | -13.7% | +20.3% | -34.0% | -16.5% |
| 6M | +91.0% | +23.9% | +67.1% | +83.3% |
| YTD | +32.7% | +44.0% | -11.3% | +23.3% |
| 1Y | +13.3% | +53.8% | -40.6% | +3.9% |
| 3Y | +83.4% | +13.8% | +69.5% | +84.1% |
| All | +83.4% | +13.5% | +69.9% | +84.1% |
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