+38.6%
MA vs BIIB
-19.0%
+57.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +13.5% |
| 6M | +10.0% | +11.9% | -2.0% | +7.6% |
| YTD | -0.1% | +19.7% | -19.8% | -3.5% |
| 1Y | -2.2% | +46.7% | -49.0% | -9.1% |
| All | +38.6% | -19.0% | +57.6% | +32.8% |
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