+1,825.5%
MAS vs BIIB
+8,382.0%
-6,556.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.2% | +3.4% | +5.4% |
| 7D | +14.2% | +4.3% | +9.9% | +13.6% |
| 30D | +26.8% | +13.8% | +13.0% | +25.0% |
| 3M | +13.1% | +22.1% | -8.9% | +10.6% |
| 6M | +27.9% | +35.9% | -8.0% | +23.2% |
| YTD | +38.7% | +44.6% | -5.9% | +32.4% |
| 1Y | +40.4% | +70.4% | -30.0% | +31.5% |
| 3Y | +66.1% | +2.0% | +64.1% | +63.9% |
| 5Y | +47.4% | -9.3% | +56.7% | +46.0% |
| 10Y | +238.3% | -8.1% | +246.5% | +220.4% |
| All | +1,825.5% | +8,382.0% | -6,556.5% | +1,179.5% |
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