+1,024.6%
MKTX vs BIIB
+260.8%
+763.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -0.2% | -1.7% | +1.4% | +0.1% |
| 30D | +0.7% | +4.0% | -3.2% | -0.3% |
| 3M | +40.8% | +8.6% | +32.2% | +37.2% |
| 6M | -8.0% | +14.0% | -22.0% | -11.8% |
| YTD | -8.7% | +23.4% | -32.1% | -14.8% |
| 1Y | -11.8% | +45.9% | -57.7% | -21.5% |
| 3Y | -24.0% | -16.1% | -7.9% | -23.1% |
| 5Y | -60.3% | -27.6% | -32.7% | -59.6% |
| 10Y | +5.0% | -26.7% | +31.6% | -9.7% |
| All | +1,024.6% | +260.8% | +763.7% | +308.0% |
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