+6,923.6%
MCK vs BIIB
+49,534.3%
-42,610.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -2.9% | -1.7% | -1.2% | -2.7% |
| 30D | +0.4% | +4.0% | -3.5% | -0.1% |
| 3M | +12.1% | +8.6% | +3.5% | +10.7% |
| 6M | -5.4% | +14.0% | -19.4% | -7.4% |
| YTD | +7.8% | +23.4% | -15.6% | +4.2% |
| 1Y | +22.9% | +45.9% | -22.9% | +16.0% |
| 3Y | +110.7% | -16.1% | +126.9% | +111.6% |
| 5Y | +346.2% | -27.6% | +373.7% | +349.8% |
| 10Y | +440.1% | -26.7% | +466.8% | +414.5% |
| All | +6,923.6% | +49,534.3% | -42,610.7% | +3,748.3% |
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 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