-20.7%
MDLN vs BIIB
+26.7%
-47.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -11.1% | -1.7% | -9.4% | -10.6% |
| 30D | -8.4% | +4.0% | -12.3% | -9.3% |
| 3M | -12.4% | +8.6% | -21.0% | -14.1% |
| 6M | -23.3% | +14.0% | -37.3% | -25.6% |
| YTD | -22.5% | +23.4% | -45.9% | -24.7% |
| All | -20.7% | +26.7% | -47.3% | -23.2% |
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