+84.9%
SPYG vs BIIB
-28.2%
+113.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.1% | -1.2% |
| 7D | -1.8% | -4.0% | +2.2% | -1.1% |
| 30D | -1.9% | +5.7% | -7.6% | -2.9% |
| 3M | +5.2% | +10.9% | -5.8% | +2.7% |
| 6M | +15.6% | +14.3% | +1.2% | +11.8% |
| YTD | +12.4% | +22.4% | -10.0% | +7.0% |
| 1Y | +17.5% | +51.1% | -33.6% | +6.5% |
| 3Y | +98.1% | -16.8% | +114.9% | +101.1% |
| 5Y | +84.9% | -28.1% | +113.1% | +92.5% |
| All | +84.9% | -28.2% | +113.1% | +92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling