+2,696.9%
MMM vs BIIB
+8,346.7%
-5,649.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -2.6% | -0.4% | -2.2% | -2.6% |
| 30D | +17.4% | +10.5% | +6.9% | +16.5% |
| 3M | +3.6% | +24.3% | -20.7% | +1.8% |
| 6M | +33.0% | +28.0% | +5.0% | +30.3% |
| YTD | +19.6% | +44.0% | -24.3% | +15.9% |
| 1Y | +14.0% | +58.8% | -44.8% | +9.7% |
| 3Y | +164.3% | +12.7% | +151.6% | +159.4% |
| 5Y | +49.3% | -4.9% | +54.3% | +47.4% |
| 10Y | +78.4% | -20.6% | +99.0% | +72.4% |
| All | +2,696.9% | +8,346.7% | -5,649.7% | +1,960.3% |
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