+380.3%
MCO vs BIIB
-26.2%
+406.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -3.8% | -1.7% | -2.1% | -3.5% |
| 30D | -0.4% | +4.0% | -4.4% | -1.1% |
| 3M | +7.7% | +8.6% | -0.9% | +5.8% |
| 6M | +7.0% | +14.0% | -7.0% | +3.9% |
| YTD | -6.4% | +23.4% | -29.8% | -10.8% |
| 1Y | -7.6% | +45.9% | -53.5% | -14.9% |
| 3Y | +43.2% | -16.1% | +59.4% | +44.4% |
| 5Y | +29.6% | -27.6% | +57.1% | +31.8% |
| All | +380.3% | -26.2% | +406.4% | +367.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling