+256.4%
SYF vs BIIB
-28.4%
+284.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -1.3% | -5.4% | +4.0% | -0.3% |
| 30D | -1.1% | +1.7% | -2.8% | -1.4% |
| 3M | +7.4% | +5.8% | +1.6% | +6.0% |
| 6M | +16.2% | +11.9% | +4.3% | +13.2% |
| YTD | -6.1% | +19.7% | -25.9% | -10.0% |
| 1Y | +3.4% | +46.7% | -43.4% | -4.8% |
| 3Y | +162.9% | -18.6% | +181.5% | +165.8% |
| 5Y | +85.6% | -29.8% | +115.4% | +88.8% |
| All | +256.4% | -28.4% | +284.8% | +231.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling