+1,535.1%
SRE vs BIIB
+4,924.6%
-3,389.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +2.0% |
| 7D | +1.4% | -1.6% | +3.1% | +1.6% |
| 30D | +1.9% | +2.2% | -0.3% | +1.6% |
| 3M | -3.3% | +10.3% | -13.6% | -4.3% |
| 6M | -6.4% | +14.9% | -21.4% | -7.9% |
| YTD | -1.8% | +20.7% | -22.6% | -4.0% |
| 1Y | +10.7% | +50.3% | -39.6% | +6.1% |
| 3Y | +31.8% | -18.0% | +49.7% | +32.6% |
| 5Y | +49.2% | -33.9% | +83.1% | +51.4% |
| 10Y | +118.5% | -30.9% | +149.5% | +111.7% |
| All | +1,535.1% | +4,924.6% | -3,389.5% | +1,219.9% |
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 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