+49.9%
MSTR vs BIIB
-11.1%
+61.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.0% |
| 7D | -1.2% | -2.1% | +0.9% | -0.2% |
| 30D | -15.9% | +11.8% | -27.7% | -20.0% |
| 3M | +33.1% | +20.4% | +12.7% | +22.7% |
| 6M | -31.0% | +30.2% | -61.2% | -39.9% |
| YTD | -15.1% | +41.1% | -56.3% | -29.7% |
| 1Y | -45.6% | +58.4% | -104.1% | -57.7% |
| 3Y | +180.5% | -0.1% | +180.6% | +174.7% |
| All | +49.9% | -11.1% | +61.1% | +57.5% |
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