+794.2%
MS vs BIIB
-31.7%
+825.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | 0.0% |
| 7D | +2.5% | -1.6% | +4.1% | +2.7% |
| 30D | 0.0% | +2.2% | -2.2% | -0.4% |
| 3M | +2.4% | +10.3% | -7.9% | +0.2% |
| 6M | +36.4% | +14.9% | +21.4% | +32.1% |
| YTD | +23.8% | +20.7% | +3.1% | +18.5% |
| 1Y | +48.6% | +50.3% | -1.7% | +36.4% |
| 3Y | +179.1% | -18.0% | +197.1% | +182.4% |
| 5Y | +144.8% | -33.9% | +178.7% | +152.3% |
| 10Y | +794.2% | -30.9% | +825.1% | +738.3% |
| All | +794.2% | -31.7% | +825.9% | +738.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling