+300.4%
SYF vs BIIB
-26.1%
+326.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.6% |
| 7D | -2.0% | +2.0% | -4.1% | -2.4% |
| 30D | +1.2% | +8.8% | -7.6% | -0.4% |
| 3M | -9.4% | +20.3% | -29.7% | -12.5% |
| 6M | +4.4% | +23.9% | -19.5% | -0.1% |
| YTD | -11.9% | +44.0% | -55.9% | -18.4% |
| 1Y | -0.4% | +53.8% | -54.2% | -8.9% |
| 3Y | +159.6% | +13.8% | +145.7% | +147.2% |
| 5Y | +60.9% | -6.3% | +67.2% | +55.9% |
| 10Y | +180.9% | -20.6% | +201.5% | +157.7% |
| All | +300.4% | -26.1% | +326.5% | +261.8% |
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 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