+5,775.4%
SNPS vs BIIB
+11,242.5%
-5,467.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +5.1% | +2.7% | +2.4% | +4.7% |
| 30D | -6.4% | +9.4% | -15.9% | -7.7% |
| 3M | +12.2% | +19.9% | -7.7% | +9.2% |
| 6M | -9.8% | +25.6% | -35.5% | -13.2% |
| YTD | -1.5% | +42.3% | -43.8% | -7.0% |
| 1Y | +16.0% | +55.1% | -39.1% | +8.1% |
| 3Y | -10.8% | +11.4% | -22.2% | -13.6% |
| 5Y | +33.3% | -7.4% | +40.7% | +31.1% |
| 10Y | +675.9% | -21.5% | +697.5% | +634.9% |
| All | +5,775.4% | +11,242.5% | -5,467.1% | +2,521.3% |
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