+113.8%
MSTR vs BIIB
-35.6%
+149.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.8% | -0.6% | -2.8% |
| 7D | +9.3% | -1.6% | +11.0% | +10.1% |
| 30D | +36.5% | +2.2% | +34.3% | +35.4% |
| 3M | +7.3% | +10.3% | -3.0% | +1.3% |
| 6M | +2.2% | +14.9% | -12.7% | -6.5% |
| YTD | -10.2% | +20.7% | -30.9% | -20.1% |
| 1Y | -58.6% | +50.3% | -109.0% | -67.3% |
| 3Y | +283.2% | -18.0% | +301.1% | +310.7% |
| 5Y | +113.8% | -33.9% | +147.7% | +149.3% |
| All | +113.8% | -35.6% | +149.4% | +149.3% |
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 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