+43.5%
MAS vs BIIB
-12.7%
+56.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.7% | -2.3% |
| 7D | +4.6% | -2.3% | +6.8% | +5.2% |
| 30D | +19.9% | +9.4% | +10.4% | +17.0% |
| 3M | +8.9% | +18.1% | -9.2% | +4.0% |
| 6M | +20.2% | +29.0% | -8.8% | +11.2% |
| YTD | +33.9% | +38.6% | -4.7% | +20.7% |
| 1Y | +34.7% | +59.0% | -24.3% | +16.5% |
| 3Y | +60.4% | -2.2% | +62.6% | +53.2% |
| 5Y | +43.5% | -12.5% | +55.9% | +34.8% |
| All | +43.5% | -12.7% | +56.1% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling