+87.9%
MDLZ vs BIIB
-30.8%
+118.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | 0.0% | -5.4% | +5.3% | +0.6% |
| 30D | +1.4% | +1.7% | -0.3% | +1.2% |
| 3M | 0.0% | +5.8% | -5.8% | -0.8% |
| 6M | +9.1% | +11.9% | -2.8% | +7.4% |
| YTD | +17.9% | +19.7% | -1.8% | +15.0% |
| 1Y | +3.2% | +46.7% | -43.5% | -1.8% |
| 3Y | -2.5% | -18.6% | +16.1% | -2.0% |
| 5Y | +17.6% | -29.8% | +47.4% | +18.6% |
| 10Y | +87.9% | -28.8% | +116.8% | +80.4% |
| All | +87.9% | -30.8% | +118.8% | +80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling