+17.6%
MDLZ vs BIIB
-34.6%
+52.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | 0.0% | -5.4% | +5.3% | +0.8% |
| 30D | +1.4% | +1.7% | -0.3% | +1.1% |
| 3M | 0.0% | +5.8% | -5.8% | -1.1% |
| 6M | +9.1% | +11.9% | -2.8% | +6.8% |
| YTD | +17.9% | +19.7% | -1.8% | +13.9% |
| 1Y | +3.2% | +46.7% | -43.5% | -3.8% |
| 3Y | -2.5% | -18.6% | +16.1% | -2.3% |
| 5Y | +17.6% | -29.8% | +47.4% | +25.0% |
| All | +17.6% | -34.6% | +52.1% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling