+104.2%
MTB vs BIIB
-28.1%
+132.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | 0.0% | -1.7% | +1.7% | +0.3% |
| 30D | -4.8% | +4.0% | -8.8% | -5.6% |
| 3M | +6.0% | +8.6% | -2.6% | +3.8% |
| 6M | +19.6% | +14.0% | +5.6% | +15.6% |
| YTD | +21.5% | +23.4% | -1.9% | +14.9% |
| 1Y | +24.7% | +45.9% | -21.2% | +13.3% |
| 3Y | +108.6% | -16.1% | +124.7% | +110.3% |
| All | +104.2% | -28.1% | +132.2% | +117.8% |
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