+677.4%
MSTR vs BIIB
-30.8%
+708.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.6% |
| 7D | +7.7% | -5.4% | +13.1% | +9.1% |
| 30D | +36.3% | +1.7% | +34.6% | +35.9% |
| 3M | +13.4% | +5.8% | +7.6% | +11.4% |
| 6M | -4.5% | +11.9% | -16.4% | -7.9% |
| YTD | -12.7% | +19.7% | -32.4% | -17.1% |
| 1Y | -59.6% | +46.7% | -106.4% | -63.5% |
| 3Y | +272.5% | -18.6% | +291.1% | +279.0% |
| 5Y | +107.1% | -29.8% | +136.9% | +111.2% |
| 10Y | +677.4% | -28.8% | +706.2% | +652.3% |
| All | +677.4% | -30.8% | +708.2% | +652.3% |
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