+72.1%
MA vs BIIB
+9.9%
+62.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | 0.0% |
| 7D | -0.3% | +2.4% | -2.7% | -0.7% |
| 30D | +11.3% | +12.9% | -1.6% | +9.2% |
| 3M | +16.7% | +22.6% | -5.9% | +12.9% |
| 6M | +32.8% | +31.7% | +1.0% | +26.7% |
| YTD | +15.6% | +44.8% | -29.2% | +8.4% |
| 1Y | +19.6% | +63.9% | -44.3% | +9.7% |
| 3Y | +72.1% | +13.5% | +58.6% | +52.1% |
| All | +72.1% | +9.9% | +62.2% | +52.1% |
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