+3,094.0%
SPY vs BIIB
+19,529.3%
-16,435.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.2% |
| 7D | +0.1% | +1.1% | -1.0% | 0.0% |
| 30D | +0.1% | +6.9% | -6.8% | -0.7% |
| 3M | +2.0% | +12.4% | -10.4% | +0.4% |
| 6M | +13.0% | +16.3% | -3.3% | +10.6% |
| YTD | +13.5% | +25.5% | -11.9% | +10.0% |
| 1Y | +20.0% | +57.8% | -37.8% | +13.0% |
| 3Y | +77.2% | -17.3% | +94.5% | +78.5% |
| 5Y | +81.9% | -33.8% | +115.7% | +85.8% |
| 10Y | +314.1% | -29.6% | +343.6% | +300.0% |
| All | +3,094.0% | +19,529.3% | -16,435.3% | +1,843.4% |
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