+106.6%
MMM vs BIIB
-16.1%
+122.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.4% |
| 7D | -3.3% | +1.1% | -4.4% | -3.5% |
| 30D | -7.0% | +6.9% | -13.9% | -8.1% |
| 3M | +10.8% | +12.4% | -1.6% | +8.3% |
| 6M | +5.8% | +16.3% | -10.5% | +2.5% |
| YTD | +6.8% | +25.5% | -18.7% | +1.9% |
| 1Y | +10.4% | +57.8% | -47.4% | +1.1% |
| All | +106.6% | -16.1% | +122.7% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling