+4.6%
MKTX vs BIIB
-26.2%
+30.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -0.2% | -1.7% | +1.4% | 0.0% |
| 30D | +0.7% | +4.0% | -3.2% | +0.2% |
| 3M | +40.8% | +8.6% | +32.2% | +38.9% |
| 6M | -8.0% | +14.0% | -22.0% | -10.0% |
| YTD | -8.7% | +23.4% | -32.1% | -12.0% |
| 1Y | -11.8% | +45.9% | -57.7% | -17.2% |
| 3Y | -24.0% | -16.1% | -7.9% | -23.2% |
| 5Y | -60.3% | -27.6% | -32.7% | -59.8% |
| All | +4.6% | -26.2% | +30.8% | +0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling