+100.0%
MSI vs BIIB
-34.6%
+134.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.5% |
| 7D | -4.0% | -5.4% | +1.4% | -3.2% |
| 30D | -0.5% | +1.7% | -2.2% | -0.7% |
| 3M | +11.4% | +5.8% | +5.6% | +10.2% |
| 6M | +1.0% | +11.9% | -11.0% | -1.3% |
| YTD | +20.7% | +19.7% | +0.9% | +16.4% |
| 1Y | -2.7% | +46.7% | -49.4% | -9.6% |
| 3Y | +68.2% | -18.6% | +86.8% | +72.2% |
| 5Y | +100.0% | -29.8% | +129.8% | +102.6% |
| All | +100.0% | -34.6% | +134.5% | +102.6% |
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