+5.0%
SYK vs BIIB
-28.6%
+33.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.4% |
| 7D | -12.3% | -4.0% | -8.3% | -11.5% |
| 30D | -22.4% | +5.7% | -28.1% | -23.3% |
| 3M | -12.3% | +10.9% | -23.2% | -14.1% |
| 6M | -24.3% | +14.3% | -38.7% | -26.4% |
| YTD | -22.8% | +22.4% | -45.2% | -26.1% |
| 1Y | -28.8% | +51.1% | -79.8% | -34.7% |
| 3Y | -4.0% | -16.8% | +12.8% | -3.0% |
| All | +5.0% | -28.6% | +33.6% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling