+2,498.9%
MAR vs BIIB
+2,804.1%
-305.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.4% |
| 7D | -4.2% | +1.1% | -5.2% | -4.3% |
| 30D | -6.7% | +6.9% | -13.5% | -7.6% |
| 3M | -12.5% | +12.4% | -24.9% | -14.3% |
| 6M | +0.6% | +16.3% | -15.7% | -2.2% |
| YTD | +9.1% | +25.5% | -16.4% | +4.7% |
| 1Y | +26.2% | +57.8% | -31.6% | +16.7% |
| 3Y | +68.2% | -17.3% | +85.5% | +70.0% |
| 5Y | +163.9% | -33.8% | +197.7% | +171.5% |
| 10Y | +420.6% | -29.6% | +450.1% | +390.0% |
| All | +2,498.9% | +2,804.1% | -305.1% | +1,105.2% |
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 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