+5.0%
MDLZ vs BIIB
+13.4%
-8.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +2.2% | +1.7% | +0.4% | +1.8% |
| 30D | +10.1% | +12.2% | -2.1% | +7.7% |
| 3M | +9.1% | +22.3% | -13.2% | +4.9% |
| 6M | +10.0% | +30.9% | -20.9% | +4.1% |
| YTD | +26.8% | +43.9% | -17.1% | +17.2% |
| 1Y | +22.5% | +62.1% | -39.6% | +10.0% |
| All | +5.0% | +13.4% | -8.4% | +0.4% |
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