+764.7%
SONY vs BIIB
+6,924.3%
-6,159.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.3% |
| 7D | -4.9% | -5.4% | +0.5% | -4.4% |
| 30D | -1.6% | +1.7% | -3.3% | -1.8% |
| 3M | +10.0% | +5.8% | +4.2% | +9.2% |
| 6M | +8.4% | +11.9% | -3.5% | +6.8% |
| YTD | -8.4% | +19.7% | -28.2% | -10.5% |
| 1Y | -18.4% | +46.7% | -65.1% | -21.9% |
| 3Y | +41.0% | -18.6% | +59.6% | +42.4% |
| 5Y | +9.3% | -29.8% | +39.1% | +10.9% |
| 10Y | +281.7% | -28.8% | +310.5% | +270.0% |
| All | +764.7% | +6,924.3% | -6,159.6% | +526.4% |
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