+10,858.9%
SWKS vs BIIB
+8,178.3%
+2,680.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.9% |
| 7D | -6.2% | -2.1% | -4.1% | -5.8% |
| 30D | -1.5% | +11.8% | -13.3% | -3.8% |
| 3M | +23.0% | +20.4% | +2.6% | +18.4% |
| 6M | +27.6% | +30.2% | -2.6% | +20.6% |
| YTD | +32.3% | +41.1% | -8.8% | +22.5% |
| 1Y | +20.1% | +58.4% | -38.3% | +8.7% |
| 3Y | +0.6% | -0.1% | +0.8% | -1.0% |
| 5Y | -42.3% | -10.9% | -31.4% | -42.9% |
| 10Y | +35.9% | -10.3% | +46.3% | +23.8% |
| All | +10,858.9% | +8,178.3% | +2,680.6% | +4,811.1% |
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