-1.6%
SW vs BIIB
-12.7%
+11.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -0.9% |
| 7D | +4.7% | -2.3% | +6.9% | +5.0% |
| 30D | +5.0% | +9.4% | -4.4% | +3.7% |
| 3M | -7.3% | +18.1% | -25.4% | -9.4% |
| 6M | +15.0% | +29.0% | -14.0% | +11.0% |
| YTD | +18.5% | +38.6% | -20.1% | +13.3% |
| 1Y | +27.1% | +59.0% | -31.9% | +19.7% |
| 3Y | +49.3% | -2.2% | +51.5% | +40.3% |
| 5Y | -1.6% | -12.5% | +10.8% | -12.8% |
| All | -1.6% | -12.7% | +11.0% | -12.8% |
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