+22.9%
MCK vs BIIB
+51.4%
-28.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -2.9% | -1.7% | -1.2% | -2.9% |
| 30D | +0.4% | +4.0% | -3.5% | +0.4% |
| 3M | +12.1% | +8.6% | +3.5% | +12.1% |
| 6M | -5.4% | +14.0% | -19.4% | -5.3% |
| YTD | +7.8% | +23.4% | -15.6% | +8.5% |
| 1Y | +22.9% | +45.9% | -22.9% | +26.3% |
| All | +22.9% | +51.4% | -28.4% | +26.3% |
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