-18.1%
SONY vs BIIB
+51.4%
-69.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -2.7% | -1.7% | -1.0% | -2.5% |
| 30D | +1.5% | +4.0% | -2.4% | +1.1% |
| 3M | +13.0% | +8.6% | +4.4% | +11.7% |
| 6M | +11.2% | +14.0% | -2.8% | +9.1% |
| YTD | -6.6% | +23.4% | -30.0% | -9.3% |
| 1Y | -18.1% | +45.9% | -64.0% | -21.3% |
| All | -18.1% | +51.4% | -69.5% | -21.3% |
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 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