+6,918.5%
MCD vs BIIB
+8,395.7%
-1,477.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.6% |
| 7D | +5.9% | +2.4% | +3.6% | +5.8% |
| 30D | +19.6% | +12.9% | +6.7% | +18.8% |
| 3M | +3.3% | +22.6% | -19.3% | +2.1% |
| 6M | +3.5% | +31.7% | -28.3% | +1.8% |
| YTD | -6.1% | +44.8% | -50.9% | -8.2% |
| 1Y | -3.7% | +63.9% | -67.6% | -6.5% |
| 3Y | +13.4% | +13.5% | -0.1% | +11.9% |
| 5Y | +25.2% | -5.6% | +30.8% | +24.0% |
| 10Y | +211.3% | -20.3% | +231.6% | +203.9% |
| All | +6,918.5% | +8,395.7% | -1,477.2% | +5,563.5% |
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