+7,173.7%
MCO vs BIIB
+42,986.0%
-35,812.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.8% |
| 7D | -7.3% | -4.0% | -3.3% | -6.8% |
| 30D | -1.7% | +5.7% | -7.4% | -2.4% |
| 3M | +3.9% | +10.9% | -7.0% | +2.4% |
| 6M | +3.8% | +14.3% | -10.5% | +1.7% |
| YTD | -7.9% | +22.4% | -30.3% | -10.7% |
| 1Y | -6.8% | +51.1% | -57.9% | -12.1% |
| 3Y | +40.9% | -16.8% | +57.8% | +42.2% |
| 5Y | +27.5% | -28.1% | +55.6% | +29.4% |
| 10Y | +381.4% | -27.2% | +408.6% | +365.9% |
| All | +7,173.7% | +42,986.0% | -35,812.3% | +5,127.0% |
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 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