-30.4%
SPXS vs BIIB
+68.6%
-99.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.1% | -4.6% |
| 7D | +2.2% | +4.3% | -2.1% | +2.6% |
| 30D | +3.8% | +13.8% | -10.0% | +5.5% |
| 3M | +3.3% | +22.1% | -18.7% | +5.9% |
| 6M | -16.7% | +35.9% | -52.6% | -12.5% |
| YTD | -28.5% | +44.6% | -73.1% | -22.7% |
| 1Y | -30.4% | +70.4% | -100.8% | -21.7% |
| All | -30.4% | +68.6% | -99.1% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling