-3.7%
MDLZ vs BIIB
-19.0%
+15.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.3% | +1.3% |
| 7D | 0.0% | -1.6% | +1.7% | +0.3% |
| 30D | -1.6% | +2.2% | -3.8% | -2.0% |
| 3M | +0.9% | +10.3% | -9.4% | -1.2% |
| 6M | +7.3% | +14.9% | -7.6% | +4.1% |
| YTD | +16.4% | +20.7% | -4.3% | +11.4% |
| 1Y | +3.0% | +50.3% | -47.4% | -6.5% |
| 3Y | -3.7% | -18.0% | +14.2% | -3.4% |
| All | -3.7% | -19.0% | +15.2% | -3.4% |
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 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