+906.2%
MU vs BIIB
+9.9%
+896.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.6% | +5.6% |
| 7D | -12.0% | +2.4% | -14.4% | -12.4% |
| 30D | -28.7% | +12.9% | -41.7% | -31.0% |
| 3M | -16.4% | +22.6% | -39.0% | -21.1% |
| 6M | -1.8% | +31.7% | -33.5% | -10.4% |
| YTD | +157.1% | +44.8% | +112.2% | +125.4% |
| 1Y | +208.5% | +63.9% | +144.6% | +157.5% |
| 3Y | +906.2% | +13.5% | +892.7% | +762.1% |
| All | +906.2% | +9.9% | +896.3% | +762.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling