-16.1%
MCD vs BIIB
+51.8%
-67.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.4% |
| 7D | -2.0% | -1.6% | -0.4% | -1.9% |
| 30D | -6.1% | +2.2% | -8.3% | -6.4% |
| 3M | -7.3% | +10.3% | -17.6% | -8.3% |
| 6M | -20.9% | +14.9% | -35.9% | -22.2% |
| YTD | -14.7% | +20.7% | -35.4% | -16.5% |
| 1Y | -16.1% | +50.3% | -66.5% | -18.8% |
| All | -16.1% | +51.8% | -67.9% | -18.8% |
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 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