+77.3%
SPY vs BIIB
-18.3%
+95.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.2% | 0.0% |
| 7D | +0.5% | -1.6% | +2.2% | +0.8% |
| 30D | -0.9% | +2.2% | -3.1% | -1.3% |
| 3M | +3.9% | +10.3% | -6.4% | +2.1% |
| 6M | +14.5% | +14.9% | -0.4% | +11.4% |
| YTD | +12.9% | +20.7% | -7.8% | +8.6% |
| 1Y | +19.4% | +50.3% | -31.0% | +9.6% |
| All | +77.3% | -18.3% | +95.6% | +75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling