+150.5%
SPMO vs BIIB
-28.1%
+178.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -0.9% | -1.7% | +0.7% | -0.7% |
| 30D | -1.9% | +4.0% | -5.9% | -2.5% |
| 3M | -1.4% | +8.6% | -10.0% | -2.9% |
| 6M | +25.5% | +14.0% | +11.5% | +22.3% |
| YTD | +24.8% | +23.4% | +1.5% | +19.8% |
| 1Y | +24.5% | +45.9% | -21.4% | +15.8% |
| 3Y | +157.1% | -16.1% | +173.3% | +159.3% |
| All | +150.5% | -28.1% | +178.6% | +157.7% |
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 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