+6,288.2%
MS vs BIIB
+17,566.4%
-11,278.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +1.4% | +1.1% | +0.3% | +1.2% |
| 30D | -0.3% | +6.9% | -7.1% | -1.5% |
| 3M | +0.3% | +12.4% | -12.1% | -2.4% |
| 6M | +31.3% | +16.3% | +15.1% | +26.6% |
| YTD | +24.7% | +25.5% | -0.8% | +18.0% |
| 1Y | +47.9% | +57.8% | -9.9% | +33.6% |
| 3Y | +178.3% | -17.3% | +195.7% | +181.6% |
| 5Y | +144.9% | -33.8% | +178.7% | +153.2% |
| 10Y | +804.5% | -29.6% | +834.1% | +746.7% |
| All | +6,288.2% | +17,566.4% | -11,278.2% | +2,917.6% |
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 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