+30.1%
SPGI vs BIIB
+12.4%
+17.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +1.6% | +1.7% | -0.2% | +1.3% |
| 30D | +16.1% | +12.2% | +3.9% | +14.0% |
| 3M | +15.5% | +22.3% | -6.8% | +11.9% |
| 6M | +19.6% | +30.9% | -11.3% | +14.3% |
| YTD | -3.6% | +43.9% | -47.5% | -9.9% |
| 1Y | +2.2% | +62.1% | -59.8% | -6.8% |
| 3Y | +30.1% | +12.7% | +17.5% | +23.0% |
| All | +30.1% | +12.4% | +17.8% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling