+5,939.2%
SPG vs BIIB
+23,021.2%
-17,082.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | +3.1% | +2.7% | +0.4% | +2.9% |
| 30D | +16.4% | +9.4% | +7.0% | +15.4% |
| 3M | +7.1% | +19.9% | -12.9% | +5.2% |
| 6M | +16.1% | +25.6% | -9.6% | +13.4% |
| YTD | +30.4% | +42.3% | -11.9% | +25.7% |
| 1Y | +33.0% | +55.1% | -22.1% | +27.1% |
| 3Y | +134.6% | +11.4% | +123.2% | +130.0% |
| 5Y | +84.9% | -7.4% | +92.3% | +82.8% |
| 10Y | +114.9% | -21.5% | +136.4% | +106.1% |
| All | +5,939.2% | +23,021.2% | -17,082.0% | +4,613.6% |
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