+94.5%
MO vs BIIB
-17.2%
+111.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.2% |
| 7D | -1.0% | -4.0% | +3.0% | -0.8% |
| 30D | +5.8% | +5.7% | +0.1% | +5.4% |
| 3M | -4.5% | +10.9% | -15.4% | -5.1% |
| 6M | +5.7% | +14.3% | -8.6% | +4.8% |
| YTD | +23.1% | +22.4% | +0.7% | +21.4% |
| 1Y | +10.9% | +51.1% | -40.2% | +7.3% |
| All | +94.5% | -17.2% | +111.6% | +109.3% |
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 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