+3,047.6%
SPY vs BIIB
+22,164.9%
-19,117.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +3.3% | +2.7% | +0.6% | +3.0% |
| 30D | -2.7% | +9.4% | -12.1% | -3.7% |
| 3M | -1.7% | +19.9% | -21.7% | -3.9% |
| 6M | +3.1% | +25.6% | -22.6% | 0.0% |
| YTD | +11.9% | +42.3% | -30.4% | +6.7% |
| 1Y | +12.0% | +55.1% | -43.1% | +5.7% |
| 3Y | +78.2% | +11.4% | +66.7% | +73.4% |
| 5Y | +73.2% | -7.4% | +80.6% | +70.3% |
| 10Y | +309.6% | -21.5% | +331.2% | +290.8% |
| All | +3,047.6% | +22,164.9% | -19,117.2% | +1,786.1% |
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