+296.4%
SPGI vs BIIB
-30.8%
+327.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.7% | -2.4% |
| 7D | -3.1% | -5.4% | +2.3% | -2.3% |
| 30D | +2.0% | +1.7% | +0.3% | +1.7% |
| 3M | +4.3% | +5.8% | -1.5% | +3.1% |
| 6M | -0.2% | +11.9% | -12.2% | -2.4% |
| YTD | -14.8% | +19.7% | -34.5% | -17.8% |
| 1Y | -18.5% | +46.7% | -65.3% | -24.1% |
| 3Y | +16.0% | -18.6% | +34.6% | +17.2% |
| 5Y | +2.2% | -29.8% | +32.0% | +4.0% |
| 10Y | +296.4% | -28.8% | +325.3% | +279.5% |
| All | +296.4% | -30.8% | +327.3% | +279.5% |
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