+2,417.1%
MSCI vs BIIB
+216.0%
+2,201.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.1% |
| 7D | +0.4% | +1.1% | -0.7% | +0.1% |
| 30D | +0.6% | +6.9% | -6.3% | -1.1% |
| 3M | -7.1% | +12.4% | -19.5% | -10.1% |
| 6M | +0.8% | +16.3% | -15.4% | -3.6% |
| YTD | +1.0% | +25.5% | -24.5% | -5.6% |
| 1Y | +4.3% | +57.8% | -53.5% | -8.2% |
| 3Y | +9.9% | -17.3% | +27.3% | +11.8% |
| 5Y | -6.8% | -33.8% | +27.0% | -2.1% |
| 10Y | +614.7% | -29.6% | +644.2% | +555.8% |
| All | +2,417.1% | +216.0% | +2,201.1% | +887.8% |
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