+109.5%
SPG vs BIIB
-21.7%
+131.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | +3.1% | +2.7% | +0.4% | +2.8% |
| 30D | +16.4% | +9.4% | +7.0% | +15.3% |
| 3M | +7.1% | +19.9% | -12.9% | +5.0% |
| 6M | +16.1% | +25.6% | -9.6% | +13.1% |
| YTD | +30.4% | +42.3% | -11.9% | +25.2% |
| 1Y | +33.0% | +55.1% | -22.1% | +26.5% |
| 3Y | +134.6% | +11.4% | +123.2% | +128.2% |
| 5Y | +84.9% | -7.4% | +92.3% | +80.3% |
| All | +109.5% | -21.7% | +131.2% | +96.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling