+181.3%
MS vs BIIB
-18.0%
+199.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | +1.4% | +1.1% | +0.3% | +1.2% |
| 30D | -0.3% | +6.9% | -7.1% | -1.1% |
| 3M | +0.3% | +12.4% | -12.1% | -1.8% |
| 6M | +31.3% | +16.3% | +15.1% | +27.4% |
| YTD | +24.7% | +25.5% | -0.8% | +18.5% |
| 1Y | +47.9% | +57.8% | -9.9% | +32.8% |
| All | +181.3% | -18.0% | +199.4% | +197.1% |
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 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