+41,921.5%
MCHP vs BIIB
+20,300.0%
+21,621.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | -0.4% |
| 7D | +2.8% | -1.6% | +4.4% | +3.1% |
| 30D | -12.8% | +2.2% | -15.0% | -13.3% |
| 3M | -19.2% | +10.3% | -29.5% | -21.2% |
| 6M | +14.5% | +14.9% | -0.4% | +10.6% |
| YTD | +17.1% | +20.7% | -3.6% | +11.8% |
| 1Y | +15.3% | +50.3% | -35.0% | +5.3% |
| 3Y | +0.5% | -18.0% | +18.4% | +2.6% |
| 5Y | +6.1% | -33.9% | +40.0% | +11.1% |
| 10Y | +192.2% | -30.9% | +223.2% | +182.6% |
| All | +41,921.5% | +20,300.0% | +21,621.5% | +17,260.6% |
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