+2,100.3%
MRK vs BIIB
+6,924.3%
-4,824.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -2.7% | -5.4% | +2.7% | -2.1% |
| 30D | +12.7% | +1.7% | +10.9% | +12.5% |
| 3M | +24.2% | +5.8% | +18.4% | +23.5% |
| 6M | +27.8% | +11.9% | +15.9% | +26.1% |
| YTD | +42.2% | +19.7% | +22.5% | +39.2% |
| 1Y | +80.2% | +46.7% | +33.4% | +72.8% |
| 3Y | +48.4% | -18.6% | +67.0% | +50.4% |
| 5Y | +133.6% | -29.8% | +163.4% | +137.5% |
| 10Y | +236.2% | -28.8% | +265.1% | +226.8% |
| All | +2,100.3% | +6,924.3% | -4,824.0% | +1,229.1% |
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 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