+254.8%
SPOT vs BIIB
-20.7%
+275.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.2% | -2.1% |
| 7D | -2.9% | -1.6% | -1.2% | -2.6% |
| 30D | +8.3% | +2.2% | +6.1% | +8.0% |
| 3M | +5.1% | +10.3% | -5.3% | +3.6% |
| 6M | -6.5% | +14.9% | -21.4% | -8.4% |
| YTD | -9.0% | +20.7% | -29.7% | -11.7% |
| 1Y | -26.4% | +50.3% | -76.7% | -30.8% |
| 3Y | +240.0% | -18.0% | +258.0% | +244.6% |
| 5Y | +111.7% | -33.9% | +145.6% | +114.8% |
| All | +254.8% | -20.7% | +275.5% | +237.0% |
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 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