+32.1%
SNOW vs BIIB
-24.4%
+56.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.3% |
| 7D | +4.9% | -1.6% | +6.5% | +5.3% |
| 30D | +1.5% | +2.2% | -0.7% | +1.0% |
| 3M | +39.5% | +10.3% | +29.2% | +36.2% |
| 6M | +85.9% | +14.9% | +70.9% | +79.7% |
| YTD | +52.9% | +20.7% | +32.2% | +45.9% |
| 1Y | +48.1% | +50.3% | -2.2% | +34.4% |
| 3Y | +102.2% | -18.0% | +120.1% | +106.9% |
| 5Y | +5.5% | -33.9% | +39.4% | +7.7% |
| All | +32.1% | -24.4% | +56.5% | +46.0% |
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