-2.3%
SO vs BIIB
+51.4%
-53.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | -1.1% | -1.7% | +0.6% | -1.1% |
| 30D | -5.0% | +4.0% | -9.0% | -5.0% |
| 3M | -5.8% | +8.6% | -14.4% | -5.6% |
| 6M | -7.9% | +14.0% | -21.9% | -7.5% |
| YTD | +2.4% | +23.4% | -21.0% | +3.2% |
| 1Y | -2.3% | +45.9% | -48.2% | -0.6% |
| All | -2.3% | +51.4% | -53.6% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling