+32.3%
MSCI vs BIIB
+9.9%
+22.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.4% |
| 7D | +1.5% | +2.4% | -0.9% | +1.0% |
| 30D | +14.4% | +12.9% | +1.5% | +12.0% |
| 3M | +15.2% | +22.6% | -7.4% | +11.3% |
| 6M | +11.2% | +31.7% | -20.5% | +5.7% |
| YTD | +13.9% | +44.8% | -30.9% | +5.8% |
| 1Y | +12.5% | +63.9% | -51.4% | +1.5% |
| 3Y | +32.3% | +13.5% | +18.8% | +28.9% |
| All | +32.3% | +9.9% | +22.4% | +28.9% |
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