+84.3%
MKSI vs BIIB
-28.1%
+112.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.8% |
| 7D | +2.7% | -1.7% | +4.4% | +3.2% |
| 30D | -12.8% | +4.0% | -16.8% | -14.2% |
| 3M | -22.5% | +8.6% | -31.1% | -25.7% |
| 6M | +19.4% | +14.0% | +5.4% | +11.7% |
| YTD | +67.7% | +23.4% | +44.3% | +51.6% |
| 1Y | +131.4% | +45.9% | +85.5% | +95.3% |
| 3Y | +197.3% | -16.1% | +213.5% | +194.7% |
| All | +84.3% | -28.1% | +112.4% | +88.8% |
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