-9.6%
MOS vs BIIB
-33.3%
+23.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.1% | +1.7% |
| 7D | +9.5% | +1.1% | +8.5% | +9.3% |
| 30D | +10.4% | +6.9% | +3.6% | +8.9% |
| 3M | +12.9% | +12.4% | +0.5% | +9.9% |
| 6M | +1.2% | +16.3% | -15.0% | -2.3% |
| YTD | +9.3% | +25.5% | -16.2% | +3.4% |
| 1Y | -18.0% | +57.8% | -75.8% | -26.5% |
| 3Y | -29.0% | -17.3% | -11.7% | -29.0% |
| All | -9.6% | -33.3% | +23.8% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling