+3,168.2%
MAR vs BIIB
+3,232.4%
-64.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -0.5% |
| 7D | +1.6% | +2.0% | -0.4% | +1.3% |
| 30D | +13.8% | +8.8% | +5.0% | +12.3% |
| 3M | +20.3% | +20.3% | 0.0% | +16.8% |
| 6M | +21.3% | +23.9% | -2.6% | +16.9% |
| YTD | +37.2% | +44.0% | -6.8% | +28.8% |
| 1Y | +48.4% | +53.8% | -5.4% | +37.9% |
| 3Y | +120.1% | +13.8% | +106.3% | +112.0% |
| 5Y | +182.1% | -6.3% | +188.4% | +175.6% |
| 10Y | +530.2% | -20.6% | +550.8% | +482.6% |
| All | +3,168.2% | +3,232.4% | -64.2% | +1,382.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling