-33.1%
MKC vs BIIB
-28.2%
-4.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -3.0% | -1.0% |
| 7D | -2.8% | -4.0% | +1.2% | -2.3% |
| 30D | -3.4% | +5.7% | -9.0% | -4.1% |
| 3M | +3.8% | +10.9% | -7.1% | +2.2% |
| 6M | -17.9% | +14.3% | -32.3% | -19.7% |
| YTD | -23.6% | +22.4% | -46.0% | -26.0% |
| 1Y | -23.1% | +51.1% | -74.1% | -27.8% |
| 3Y | -31.5% | -16.8% | -14.7% | -32.4% |
| 5Y | -33.1% | -28.1% | -4.9% | -33.1% |
| All | -33.1% | -28.2% | -4.9% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling