-32.1%
MKC vs BIIB
-16.5%
-15.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -1.5% | -1.7% | +0.2% | -1.2% |
| 30D | -3.1% | +4.0% | -7.1% | -3.8% |
| 3M | +5.2% | +8.6% | -3.4% | +3.5% |
| 6M | -12.8% | +14.0% | -26.8% | -15.2% |
| YTD | -23.3% | +23.4% | -46.7% | -26.8% |
| 1Y | -24.1% | +45.9% | -70.0% | -30.4% |
| 3Y | -32.1% | -16.1% | -16.0% | -33.7% |
| All | -32.1% | -16.5% | -15.6% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling