+5,802.0%
SO vs BIIB
+8,395.7%
-2,593.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +1.2% |
| 7D | -1.1% | +2.4% | -3.5% | -1.2% |
| 30D | +8.6% | +12.9% | -4.3% | +8.0% |
| 3M | +1.8% | +22.6% | -20.8% | +0.9% |
| 6M | +3.6% | +31.7% | -28.1% | +2.3% |
| YTD | +9.9% | +44.8% | -34.9% | +8.0% |
| 1Y | +5.7% | +63.9% | -58.2% | +3.3% |
| 3Y | +52.5% | +13.5% | +39.0% | +50.9% |
| 5Y | +77.3% | -5.6% | +82.9% | +76.0% |
| 10Y | +186.8% | -20.3% | +207.1% | +181.6% |
| All | +5,802.0% | +8,395.7% | -2,593.7% | +4,865.5% |
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