-18.6%
BIIB vs SPY
+76.5%
-95.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.6% |
| 7D | -5.4% | -0.4% | -5.0% | -5.2% |
| 30D | +1.7% | -1.4% | +3.1% | +2.6% |
| 3M | +5.8% | +3.7% | +2.1% | +3.6% |
| 6M | +11.9% | +13.0% | -1.1% | +3.8% |
| YTD | +19.7% | +12.4% | +7.3% | +11.4% |
| 1Y | +46.7% | +18.5% | +28.2% | +31.9% |
| All | -18.6% | +76.5% | -95.2% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling