+433.8%
MAR vs BIIB
-26.2%
+460.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.6% |
| 7D | -0.5% | -1.7% | +1.1% | -0.3% |
| 30D | -5.4% | +4.0% | -9.4% | -5.9% |
| 3M | -15.5% | +8.6% | -24.1% | -16.6% |
| 6M | +3.0% | +14.0% | -11.0% | +0.9% |
| YTD | +8.5% | +23.4% | -14.9% | +5.1% |
| 1Y | +26.0% | +45.9% | -19.9% | +19.2% |
| 3Y | +68.6% | -16.1% | +84.7% | +68.9% |
| 5Y | +157.4% | -27.6% | +185.0% | +157.5% |
| All | +433.8% | -26.2% | +460.0% | +402.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling