+94.8%
SNOW vs BIIB
-19.0%
+113.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +8.4% | -5.4% | +13.7% | +9.5% |
| 30D | -1.0% | +1.7% | -2.7% | -1.3% |
| 3M | +38.3% | +5.8% | +32.5% | +36.4% |
| 6M | +81.3% | +11.9% | +69.3% | +76.3% |
| YTD | +51.1% | +19.7% | +31.4% | +44.6% |
| 1Y | +47.0% | +46.7% | +0.2% | +34.2% |
| All | +94.8% | -19.0% | +113.8% | +120.9% |
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