+5,961.7%
SPG vs BIIB
+23,276.9%
-17,315.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.7% |
| 7D | +5.6% | +1.7% | +3.8% | +5.4% |
| 30D | +17.6% | +12.2% | +5.4% | +16.3% |
| 3M | +7.5% | +22.3% | -14.8% | +5.4% |
| 6M | +18.5% | +30.9% | -12.4% | +15.4% |
| YTD | +30.9% | +43.9% | -13.0% | +26.1% |
| 1Y | +34.1% | +62.1% | -28.0% | +27.7% |
| 3Y | +135.5% | +12.7% | +122.9% | +130.6% |
| 5Y | +86.5% | -5.1% | +91.7% | +84.0% |
| 10Y | +116.1% | -21.9% | +138.0% | +107.3% |
| All | +5,961.7% | +23,276.9% | -17,315.2% | +4,626.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling