+811.4%
SPYM vs BIIB
+475.6%
+335.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +2.6% | +2.0% | +0.5% | +2.2% |
| 30D | -2.0% | +8.8% | -10.8% | -3.5% |
| 3M | -2.8% | +20.3% | -23.1% | -6.0% |
| 6M | +2.2% | +23.9% | -21.7% | -2.1% |
| YTD | +11.5% | +44.0% | -32.4% | +3.7% |
| 1Y | +13.5% | +53.8% | -40.3% | +4.2% |
| 3Y | +78.0% | +13.8% | +64.2% | +70.1% |
| 5Y | +73.1% | -6.3% | +79.4% | +68.2% |
| 10Y | +310.9% | -20.6% | +331.5% | +277.2% |
| All | +811.4% | +475.6% | +335.8% | +388.6% |
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