-2.6%
SW vs BIIB
-11.1%
+8.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.8% | -1.2% |
| 7D | +2.3% | -2.1% | +4.4% | +2.6% |
| 30D | +6.8% | +11.8% | -5.0% | +5.1% |
| 3M | -5.2% | +20.4% | -25.6% | -7.6% |
| 6M | +7.4% | +30.2% | -22.8% | +3.5% |
| YTD | +17.4% | +41.1% | -23.7% | +11.9% |
| 1Y | +27.1% | +58.4% | -31.4% | +19.6% |
| 3Y | +47.9% | -0.1% | +48.0% | +38.5% |
| All | -2.6% | -11.1% | +8.6% | -13.0% |
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