+2,016.3%
MKC vs BIIB
+6,983.3%
-4,967.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.4% | -0.1% |
| 7D | -4.3% | -1.6% | -2.7% | -4.3% |
| 30D | -2.0% | +2.2% | -4.2% | -2.1% |
| 3M | +10.0% | +10.3% | -0.3% | +9.3% |
| 6M | -18.5% | +14.9% | -33.5% | -19.3% |
| YTD | -22.4% | +20.7% | -43.2% | -23.5% |
| 1Y | -23.6% | +50.3% | -74.0% | -25.7% |
| 3Y | -30.4% | -18.0% | -12.5% | -30.1% |
| 5Y | -34.2% | -33.9% | -0.3% | -33.5% |
| 10Y | +26.8% | -30.9% | +57.8% | +24.7% |
| All | +2,016.3% | +6,983.3% | -4,967.0% | +1,442.9% |
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