+75.8%
SPYM vs BIIB
-17.2%
+92.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.9% |
| 7D | -2.0% | -4.0% | +2.1% | -1.4% |
| 30D | -1.6% | +5.7% | -7.3% | -2.4% |
| 3M | +4.7% | +10.9% | -6.2% | +2.9% |
| 6M | +12.6% | +14.3% | -1.8% | +9.7% |
| YTD | +11.8% | +22.4% | -10.6% | +7.4% |
| 1Y | +17.5% | +51.1% | -33.5% | +8.2% |
| All | +75.8% | -17.2% | +92.9% | +74.0% |
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