+318.0%
SPYM vs BIIB
-26.2%
+344.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -0.8% | -1.7% | +0.9% | -0.5% |
| 30D | -1.1% | +4.0% | -5.0% | -1.7% |
| 3M | +3.9% | +8.6% | -4.7% | +2.3% |
| 6M | +13.6% | +14.0% | -0.4% | +10.7% |
| YTD | +12.7% | +23.4% | -10.7% | +8.3% |
| 1Y | +17.6% | +45.9% | -28.3% | +9.8% |
| 3Y | +77.2% | -16.1% | +93.4% | +78.2% |
| 5Y | +84.1% | -27.6% | +111.7% | +86.2% |
| All | +318.0% | -26.2% | +344.2% | +297.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling