+42.7%
MKSI vs BIIB
+68.6%
-26.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.2% | -7.2% | -4.8% |
| 7D | -10.7% | +4.3% | -14.9% | -10.3% |
| 30D | -30.5% | +13.8% | -44.3% | -30.0% |
| 3M | -39.2% | +22.1% | -61.2% | -38.7% |
| 6M | -33.0% | +35.9% | -68.9% | -33.6% |
| YTD | +22.3% | +44.6% | -22.3% | +18.0% |
| 1Y | +42.7% | +70.4% | -27.7% | +32.6% |
| All | +42.7% | +68.6% | -26.0% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling