+214.8%
MAS vs BIIB
-21.3%
+236.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | +3.6% | +1.7% | +1.8% | +3.3% |
| 30D | +23.8% | +12.2% | +11.6% | +21.2% |
| 3M | +14.4% | +22.3% | -7.8% | +10.1% |
| 6M | +19.7% | +30.9% | -11.2% | +13.2% |
| YTD | +36.0% | +43.9% | -7.9% | +25.8% |
| 1Y | +40.4% | +62.1% | -21.7% | +26.9% |
| 3Y | +58.9% | +12.7% | +46.3% | +51.3% |
| 5Y | +44.5% | -5.1% | +49.7% | +39.3% |
| 10Y | +214.8% | -21.9% | +236.7% | +184.3% |
| All | +214.8% | -21.3% | +236.1% | +184.3% |
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