+45.5%
SRE vs BIIB
-28.1%
+73.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.5% |
| 3M | -8.3% | +8.6% | -16.9% | -9.4% |
| 6M | -8.9% | +14.0% | -22.9% | -10.7% |
| YTD | -4.3% | +23.4% | -27.7% | -7.3% |
| 1Y | +2.7% | +45.9% | -43.2% | -2.9% |
| 3Y | +28.7% | -16.1% | +44.8% | +29.5% |
| All | +45.5% | -28.1% | +73.6% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling