-20.7%
MDLN vs BBIO
-3.8%
-16.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -11.1% | -3.2% | -7.9% | -10.7% |
| 30D | -8.4% | -13.6% | +5.2% | -6.6% |
| 3M | -12.4% | +7.2% | -19.6% | -14.0% |
| 6M | -23.3% | +1.5% | -24.7% | -24.2% |
| YTD | -22.5% | -5.3% | -17.3% | -23.4% |
| All | -20.7% | -3.8% | -16.8% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 all: compounded portfolio wealth divided by compounded BBIO 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…
all analysis · Full analysis span regression · 6 months rolling