+5,457.6%
SO vs BIIB
+7,261.0%
-1,803.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.7% |
| 7D | -0.2% | +1.1% | -1.2% | -0.2% |
| 30D | -4.6% | +6.9% | -11.5% | -4.9% |
| 3M | -3.0% | +12.4% | -15.4% | -3.6% |
| 6M | -8.3% | +16.3% | -24.5% | -8.9% |
| YTD | +3.5% | +25.5% | -22.0% | +2.3% |
| 1Y | -0.9% | +57.8% | -58.7% | -3.1% |
| 3Y | +45.4% | -17.3% | +62.7% | +45.7% |
| 5Y | +59.6% | -33.8% | +93.4% | +60.7% |
| 10Y | +156.6% | -29.6% | +186.2% | +153.3% |
| All | +5,457.6% | +7,261.0% | -1,803.4% | +4,605.3% |
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