+154.9%
MAR vs BIIB
-29.7%
+184.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.0% |
| 7D | -0.5% | -5.4% | +4.9% | +0.6% |
| 30D | -4.7% | +1.7% | -6.4% | -5.0% |
| 3M | -15.6% | +5.8% | -21.4% | -17.0% |
| 6M | +1.2% | +11.9% | -10.7% | -2.0% |
| YTD | +7.5% | +19.7% | -12.2% | +2.2% |
| 1Y | +26.6% | +46.7% | -20.1% | +14.5% |
| 3Y | +66.0% | -18.6% | +84.6% | +68.3% |
| All | +154.9% | -29.7% | +184.7% | +167.3% |
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