+191.0%
MAGS vs BIIB
-25.6%
+216.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +0.8% | -5.4% | +6.2% | +1.4% |
| 30D | +0.4% | +1.7% | -1.3% | +0.2% |
| 3M | +5.6% | +5.8% | -0.3% | +4.6% |
| 6M | +12.3% | +11.9% | +0.4% | +10.1% |
| YTD | +5.1% | +19.7% | -14.6% | +1.7% |
| 1Y | +14.0% | +46.7% | -32.8% | +6.1% |
| 3Y | +129.4% | -18.6% | +148.0% | +125.8% |
| All | +191.0% | -25.6% | +216.6% | +186.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling