-28.8%
BIIB vs SPY
+318.9%
-347.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.7% |
| 7D | -4.0% | -2.0% | -2.1% | -2.5% |
| 30D | +5.7% | -1.7% | +7.3% | +7.1% |
| 3M | +10.9% | +4.7% | +6.2% | +6.6% |
| 6M | +14.3% | +12.5% | +1.8% | +3.3% |
| YTD | +22.4% | +11.7% | +10.7% | +11.2% |
| 1Y | +51.1% | +17.5% | +33.6% | +31.5% |
| 3Y | -16.8% | +76.6% | -93.4% | -49.5% |
| 5Y | -28.1% | +82.0% | -110.2% | -58.0% |
| All | -28.8% | +318.9% | -347.7% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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