+247.6%
SYF vs BIIB
-26.8%
+274.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.9% |
| 7D | -5.5% | -4.0% | -1.5% | -4.8% |
| 30D | -3.9% | +5.7% | -9.5% | -4.8% |
| 3M | +8.9% | +10.9% | -2.0% | +6.6% |
| 6M | +16.2% | +14.3% | +1.9% | +12.7% |
| YTD | -8.4% | +22.4% | -30.9% | -12.6% |
| 1Y | +2.6% | +51.1% | -48.4% | -6.0% |
| 3Y | +156.4% | -16.8% | +173.2% | +158.2% |
| 5Y | +78.2% | -28.1% | +106.3% | +80.5% |
| All | +247.6% | -26.8% | +274.4% | +221.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling