+46,662.9%
MSFT vs BIIB
+7,261.0%
+39,401.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.8% |
| 7D | -2.7% | +1.1% | -3.8% | -2.8% |
| 30D | +2.7% | +6.9% | -4.2% | +1.8% |
| 3M | +17.0% | +12.4% | +4.5% | +15.0% |
| 6M | +23.8% | +16.3% | +7.6% | +21.0% |
| YTD | +4.0% | +25.5% | -21.5% | +0.4% |
| 1Y | -0.8% | +57.8% | -58.6% | -7.3% |
| 3Y | +55.6% | -17.3% | +72.9% | +56.6% |
| 5Y | +72.9% | -33.8% | +106.7% | +76.9% |
| 10Y | +875.8% | -29.6% | +905.4% | +843.5% |
| All | +46,662.9% | +7,261.0% | +39,401.9% | +25,611.4% |
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