+104.2%
SPG vs BIIB
-34.6%
+138.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | -1.7% | -5.4% | +3.7% | -0.5% |
| 30D | -6.3% | +1.7% | -8.0% | -6.7% |
| 3M | -2.4% | +5.8% | -8.3% | -4.1% |
| 6M | +9.6% | +11.9% | -2.3% | +5.9% |
| YTD | +14.2% | +19.7% | -5.5% | +8.2% |
| 1Y | +19.3% | +46.7% | -27.5% | +7.1% |
| 3Y | +106.7% | -18.6% | +125.3% | +110.4% |
| 5Y | +104.2% | -29.8% | +134.0% | +115.2% |
| All | +104.2% | -34.6% | +138.8% | +115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling