+122.9%
MS vs BIIB
-7.5%
+130.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | +5.1% | +2.0% | +3.0% | +4.7% |
| 30D | +5.7% | +8.8% | -3.2% | +4.1% |
| 3M | -12.2% | +20.3% | -32.5% | -15.0% |
| 6M | -0.5% | +23.9% | -24.4% | -4.7% |
| YTD | +9.8% | +44.0% | -34.2% | +1.4% |
| 1Y | +17.7% | +53.8% | -36.1% | +7.1% |
| 3Y | +176.8% | +13.8% | +163.0% | +164.1% |
| All | +122.9% | -7.5% | +130.4% | +115.6% |
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