+118.2%
SRE vs BIIB
-26.2%
+144.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -0.8% | -1.7% | +0.8% | -0.7% |
| 30D | -3.0% | +4.0% | -7.0% | -3.4% |
| 3M | -8.3% | +8.6% | -16.9% | -9.1% |
| 6M | -8.9% | +14.0% | -22.9% | -10.3% |
| YTD | -4.3% | +23.4% | -27.7% | -6.5% |
| 1Y | +2.7% | +45.9% | -43.2% | -1.4% |
| 3Y | +28.7% | -16.1% | +44.8% | +29.0% |
| 5Y | +47.1% | -27.6% | +74.7% | +48.1% |
| All | +118.2% | -26.2% | +144.4% | +117.2% |
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