-9.3%
MCD vs BIIB
+56.8%
-66.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | -1.6% | +2.0% | -3.7% | -1.9% |
| 30D | +14.1% | +8.8% | +5.3% | +12.9% |
| 3M | +0.6% | +20.3% | -19.7% | -1.6% |
| 6M | 0.0% | +23.9% | -23.9% | -2.6% |
| YTD | -9.3% | +44.0% | -53.3% | -13.9% |
| 1Y | -9.3% | +53.8% | -63.1% | -15.3% |
| All | -9.3% | +56.8% | -66.1% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling