+513.2%
MA vs BIIB
-30.8%
+544.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -3.5% | -5.4% | +1.9% | -2.7% |
| 30D | +0.8% | +1.7% | -1.0% | +0.5% |
| 3M | +14.8% | +5.8% | +8.9% | +13.6% |
| 6M | +10.0% | +11.9% | -2.0% | +7.8% |
| YTD | -0.1% | +19.7% | -19.8% | -3.3% |
| 1Y | -2.2% | +46.7% | -49.0% | -8.4% |
| 3Y | +39.3% | -18.6% | +57.9% | +40.6% |
| 5Y | +66.3% | -29.8% | +96.1% | +68.8% |
| 10Y | +513.2% | -28.8% | +542.1% | +483.6% |
| All | +513.2% | -30.8% | +544.1% | +483.6% |
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 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