+57.4%
MAR vs BIIB
+68.6%
-11.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.8% |
| 7D | +7.7% | +4.3% | +3.5% | +7.3% |
| 30D | +19.4% | +13.8% | +5.6% | +17.7% |
| 3M | +23.3% | +22.1% | +1.3% | +20.7% |
| 6M | +22.8% | +35.9% | -13.1% | +17.9% |
| YTD | +37.8% | +44.6% | -6.8% | +28.4% |
| 1Y | +57.4% | +70.4% | -13.0% | +36.2% |
| All | +57.4% | +68.6% | -11.3% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling