+1,512.3%
MAS vs BIIB
+7,261.0%
-5,748.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.0% |
| 7D | -0.8% | +1.1% | -1.8% | -0.9% |
| 30D | -5.6% | +6.9% | -12.4% | -6.3% |
| 3M | +4.4% | +12.4% | -8.0% | +2.9% |
| 6M | +7.2% | +16.3% | -9.1% | +5.0% |
| YTD | +16.1% | +25.5% | -9.4% | +12.7% |
| 1Y | +0.1% | +57.8% | -57.7% | -5.5% |
| 3Y | +28.3% | -17.3% | +45.6% | +29.6% |
| 5Y | +30.5% | -33.8% | +64.3% | +33.6% |
| 10Y | +139.1% | -29.6% | +168.7% | +133.0% |
| All | +1,512.3% | +7,261.0% | -5,748.7% | +989.0% |
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