+125.0%
SU vs BIIB
-16.5%
+141.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +2.2% | -1.7% | +3.9% | +2.4% |
| 30D | +8.4% | +4.0% | +4.5% | +8.0% |
| 3M | +12.1% | +8.6% | +3.5% | +10.9% |
| 6M | +19.7% | +14.0% | +5.7% | +17.4% |
| YTD | +58.4% | +23.4% | +35.0% | +53.1% |
| 1Y | +67.2% | +45.9% | +21.3% | +56.9% |
| 3Y | +125.0% | -16.1% | +141.2% | +112.7% |
| All | +125.0% | -16.5% | +141.6% | +112.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling