+2,396.0%
MMM vs BIIB
+7,261.0%
-4,865.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.3% |
| 7D | -3.3% | +1.1% | -4.4% | -3.4% |
| 30D | -7.0% | +6.9% | -13.9% | -7.5% |
| 3M | +10.8% | +12.4% | -1.6% | +9.7% |
| 6M | +5.8% | +16.3% | -10.5% | +4.3% |
| YTD | +6.8% | +25.5% | -18.7% | +4.6% |
| 1Y | +10.4% | +57.8% | -47.4% | +6.2% |
| 3Y | +104.7% | -17.3% | +122.0% | +105.8% |
| 5Y | +23.6% | -33.8% | +57.4% | +25.3% |
| 10Y | +54.1% | -29.6% | +83.7% | +50.3% |
| All | +2,396.0% | +7,261.0% | -4,865.0% | +1,758.9% |
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 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