+27.5%
SOLS vs BIIB
+51.5%
-24.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -3.5% | -1.7% | -1.8% | -3.4% |
| 30D | -1.0% | +4.0% | -4.9% | -1.2% |
| 3M | -24.1% | +8.6% | -32.7% | -24.1% |
| 6M | -18.0% | +14.0% | -32.0% | -18.3% |
| YTD | +27.1% | +23.4% | +3.7% | +27.5% |
| All | +27.5% | +51.5% | -24.0% | +40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling