+127.5%
MAGS vs BIIB
-16.5%
+144.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | +0.6% | -1.7% | +2.3% | +0.8% |
| 30D | +3.2% | +4.0% | -0.7% | +2.8% |
| 3M | +7.7% | +8.6% | -0.9% | +6.4% |
| 6M | +12.5% | +14.0% | -1.5% | +10.2% |
| YTD | +6.0% | +23.4% | -17.4% | +2.4% |
| 1Y | +14.4% | +45.9% | -31.5% | +7.2% |
| 3Y | +127.5% | -16.1% | +143.7% | +121.4% |
| All | +127.5% | -16.5% | +144.0% | +121.4% |
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