+5,740.6%
SNPS vs BIIB
+11,367.9%
-5,627.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -0.6% | +1.7% | -2.4% | -0.9% |
| 30D | -9.8% | +12.2% | -22.0% | -11.4% |
| 3M | +11.7% | +22.3% | -10.5% | +8.4% |
| 6M | -10.9% | +30.9% | -41.9% | -14.7% |
| YTD | -2.1% | +43.9% | -46.0% | -7.7% |
| 1Y | +14.8% | +62.1% | -47.3% | +6.2% |
| 3Y | -11.3% | +12.7% | -24.0% | -14.3% |
| 5Y | +36.2% | -5.1% | +41.3% | +33.5% |
| 10Y | +684.5% | -21.9% | +706.4% | +643.5% |
| All | +5,740.6% | +11,367.9% | -5,627.3% | +2,501.8% |
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