+14,170.6%
SPGI vs BIIB
+7,261.0%
+6,909.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.4% |
| 7D | +0.1% | +1.1% | -0.9% | 0.0% |
| 30D | +8.4% | +6.9% | +1.5% | +7.7% |
| 3M | +11.8% | +12.4% | -0.6% | +10.4% |
| 6M | +5.7% | +16.3% | -10.6% | +3.9% |
| YTD | -9.7% | +25.5% | -35.2% | -12.0% |
| 1Y | -12.5% | +57.8% | -70.3% | -16.6% |
| 3Y | +21.8% | -17.3% | +39.2% | +22.6% |
| 5Y | +8.2% | -33.8% | +42.0% | +10.0% |
| 10Y | +309.5% | -29.6% | +339.1% | +299.2% |
| All | +14,170.6% | +7,261.0% | +6,909.6% | +10,125.7% |
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