-14.6%
SNPS vs BIIB
-19.0%
+4.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.3% |
| 7D | -5.5% | -1.6% | -3.9% | -5.2% |
| 30D | -5.8% | +2.2% | -8.0% | -6.2% |
| 3M | -17.2% | +10.3% | -27.5% | -19.2% |
| 6M | -10.4% | +14.9% | -25.3% | -13.7% |
| YTD | -16.5% | +20.7% | -37.3% | -20.9% |
| 1Y | -35.6% | +50.3% | -86.0% | -42.6% |
| 3Y | -14.6% | -18.0% | +3.3% | -18.7% |
| All | -14.6% | -19.0% | +4.3% | -18.7% |
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