+454.2%
MDLZ vs BIIB
+223.4%
+230.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.1% |
| 7D | -1.7% | +1.1% | -2.8% | -1.9% |
| 30D | -2.1% | +6.9% | -9.0% | -2.9% |
| 3M | +1.3% | +12.4% | -11.1% | -0.2% |
| 6M | +6.2% | +16.3% | -10.1% | +4.1% |
| YTD | +15.8% | +25.5% | -9.7% | +12.2% |
| 1Y | +4.1% | +57.8% | -53.7% | -1.9% |
| 3Y | -4.1% | -17.3% | +13.3% | -3.3% |
| 5Y | +13.4% | -33.8% | +47.2% | +15.6% |
| 10Y | +75.7% | -29.6% | +105.3% | +68.5% |
| All | +454.2% | +223.4% | +230.9% | +298.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling