-21.2%
BIIB vs SPY
+307.0%
-328.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.5% |
| 7D | +2.0% | +2.6% | -0.6% | 0.0% |
| 30D | +8.8% | -2.0% | +10.8% | +10.5% |
| 3M | +20.3% | -2.8% | +23.1% | +22.9% |
| 6M | +23.9% | +2.1% | +21.8% | +21.2% |
| YTD | +44.0% | +11.5% | +32.5% | +31.0% |
| 1Y | +53.8% | +13.5% | +40.4% | +37.9% |
| 3Y | +13.8% | +77.7% | -63.9% | -31.0% |
| 5Y | -6.3% | +72.6% | -78.9% | -42.4% |
| All | -21.2% | +307.0% | -328.2% | -77.3% |
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