+9,289.1%
SYK vs BIIB
+7,081.0%
+2,208.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.2% |
| 7D | -12.3% | -4.0% | -8.3% | -11.9% |
| 30D | -22.4% | +5.7% | -28.1% | -22.9% |
| 3M | -12.3% | +10.9% | -23.2% | -13.3% |
| 6M | -24.3% | +14.3% | -38.7% | -25.5% |
| YTD | -22.8% | +22.4% | -45.2% | -24.7% |
| 1Y | -28.8% | +51.1% | -79.8% | -32.2% |
| 3Y | -4.0% | -16.8% | +12.8% | -3.1% |
| 5Y | +3.8% | -28.1% | +32.0% | +5.3% |
| 10Y | +172.8% | -27.2% | +200.0% | +162.7% |
| All | +9,289.1% | +7,081.0% | +2,208.1% | +5,329.9% |
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