+217.0%
MAS vs BIIB
-20.9%
+237.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -1.8% | -0.4% | -1.4% | -1.7% |
| 30D | +23.6% | +10.5% | +13.1% | +21.3% |
| 3M | +12.4% | +24.3% | -11.8% | +7.8% |
| 6M | +21.9% | +28.0% | -6.2% | +15.7% |
| YTD | +36.1% | +44.0% | -7.9% | +26.0% |
| 1Y | +39.5% | +58.8% | -19.3% | +26.6% |
| 3Y | +59.1% | +12.7% | +46.4% | +51.5% |
| 5Y | +44.4% | -4.9% | +49.4% | +39.1% |
| 10Y | +217.0% | -20.6% | +237.6% | +185.3% |
| All | +217.0% | -20.9% | +237.9% | +185.3% |
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 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