-100.0%
SPXU vs BIIB
+328.9%
-428.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.0% |
| 7D | +1.3% | -5.4% | +6.6% | -1.6% |
| 30D | +5.1% | +1.7% | +3.4% | +6.4% |
| 3M | -9.1% | +5.8% | -15.0% | -5.8% |
| 6M | -29.6% | +11.9% | -41.5% | -24.4% |
| YTD | -27.7% | +19.7% | -47.4% | -18.9% |
| 1Y | -37.0% | +46.7% | -83.7% | -20.4% |
| 3Y | -80.2% | -18.6% | -61.5% | -80.4% |
| 5Y | -86.0% | -29.8% | -56.2% | -85.4% |
| 10Y | -99.5% | -28.8% | -70.7% | -99.3% |
| All | -100.0% | +328.9% | -428.9% | -99.9% |
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