-23.7%
MARA vs BIIB
+51.4%
-75.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.8% |
| 7D | +5.9% | -1.7% | +7.6% | +6.0% |
| 30D | +24.3% | +4.0% | +20.3% | +24.1% |
| 3M | -12.0% | +8.6% | -20.6% | -12.6% |
| 6M | +40.1% | +14.0% | +26.1% | +37.3% |
| YTD | +33.4% | +23.4% | +10.0% | +30.6% |
| 1Y | -23.7% | +45.9% | -69.6% | -27.1% |
| All | -23.7% | +51.4% | -75.1% | -27.1% |
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 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