+340.9%
SYF vs BIIB
-35.6%
+376.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +2.4% | +1.1% | +1.3% | +2.2% |
| 30D | +0.8% | +6.9% | -6.0% | -0.4% |
| 3M | +13.4% | +12.4% | +1.0% | +10.7% |
| 6M | +16.3% | +16.3% | +0.1% | +12.6% |
| YTD | -3.0% | +25.5% | -28.5% | -7.7% |
| 1Y | +5.7% | +57.8% | -52.1% | -3.9% |
| 3Y | +160.1% | -17.3% | +177.5% | +162.6% |
| 5Y | +88.5% | -33.8% | +122.3% | +93.7% |
| 10Y | +263.1% | -29.6% | +292.7% | +240.4% |
| All | +340.9% | -35.6% | +376.5% | +309.2% |
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