+5,256.9%
SPG vs BIIB
+20,284.3%
-15,027.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.8% |
| 7D | -2.4% | +1.1% | -3.5% | -2.5% |
| 30D | -6.8% | +6.9% | -13.7% | -7.4% |
| 3M | +2.7% | +12.4% | -9.7% | +1.4% |
| 6M | +5.5% | +16.3% | -10.8% | +3.7% |
| YTD | +15.7% | +25.5% | -9.8% | +12.9% |
| 1Y | +20.9% | +57.8% | -36.9% | +15.3% |
| 3Y | +112.4% | -17.3% | +129.7% | +113.9% |
| 5Y | +101.4% | -33.8% | +135.2% | +104.9% |
| 10Y | +60.6% | -29.6% | +90.2% | +55.5% |
| All | +5,256.9% | +20,284.3% | -15,027.4% | +4,131.7% |
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