+878.4%
MSFT vs BIIB
-26.2%
+904.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -0.8% | -1.7% | +0.9% | -0.5% |
| 30D | +0.8% | +4.0% | -3.1% | +0.1% |
| 3M | +27.2% | +8.6% | +18.6% | +25.0% |
| 6M | +22.9% | +14.0% | +8.9% | +19.4% |
| YTD | +3.1% | +23.4% | -20.3% | -1.5% |
| 1Y | -0.3% | +45.9% | -46.2% | -8.0% |
| 3Y | +50.1% | -16.1% | +66.2% | +51.5% |
| 5Y | +74.6% | -27.6% | +102.2% | +78.0% |
| All | +878.4% | -26.2% | +904.5% | +822.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling