-28.1%
BIIB vs MDY
+43.9%
-72.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.2% | +2.9% |
| 7D | -4.0% | -2.5% | -1.5% | -2.4% |
| 30D | +5.7% | -5.0% | +10.7% | +9.3% |
| 3M | +10.9% | +0.5% | +10.5% | +10.4% |
| 6M | +14.3% | +8.0% | +6.3% | +8.0% |
| YTD | +22.4% | +12.2% | +10.3% | +12.6% |
| 1Y | +51.1% | +14.0% | +37.1% | +37.3% |
| 3Y | -16.8% | +48.2% | -65.0% | -38.2% |
| 5Y | -28.1% | +46.1% | -74.2% | -47.1% |
| All | -28.1% | +43.9% | -72.1% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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