+5.1%
SPGI vs BIIB
-35.6%
+40.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | -2.6% |
| 7D | -2.5% | -1.6% | -0.8% | -2.2% |
| 30D | +5.4% | +2.2% | +3.2% | +5.0% |
| 3M | +9.0% | +10.3% | -1.3% | +6.9% |
| 6M | +0.8% | +14.9% | -14.2% | -2.1% |
| YTD | -12.6% | +20.7% | -33.3% | -16.1% |
| 1Y | -16.1% | +50.3% | -66.5% | -22.9% |
| 3Y | +19.0% | -18.0% | +36.9% | +19.7% |
| 5Y | +5.1% | -33.9% | +39.0% | +6.8% |
| All | +5.1% | -35.6% | +40.7% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling