+72.3%
MSFT vs BIIB
-34.6%
+106.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.3% |
| 7D | -1.0% | -5.4% | +4.3% | -0.2% |
| 30D | -2.7% | +1.7% | -4.4% | -3.0% |
| 3M | +22.1% | +5.8% | +16.3% | +20.7% |
| 6M | +20.6% | +11.9% | +8.6% | +17.8% |
| YTD | +2.3% | +19.7% | -17.4% | -1.6% |
| 1Y | -0.5% | +46.7% | -47.3% | -8.2% |
| 3Y | +50.5% | -18.6% | +69.2% | +54.4% |
| 5Y | +72.3% | -29.8% | +102.1% | +78.8% |
| All | +72.3% | -34.6% | +106.9% | +78.8% |
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 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