+3,627.7%
MDT vs BIIB
+6,983.3%
-3,355.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | -1.5% |
| 7D | +0.4% | -1.6% | +2.0% | +0.5% |
| 30D | +6.0% | +2.2% | +3.8% | +5.7% |
| 3M | +15.5% | +10.3% | +5.2% | +14.2% |
| 6M | +3.4% | +14.9% | -11.6% | +1.6% |
| YTD | -2.2% | +20.7% | -22.9% | -4.4% |
| 1Y | +2.6% | +50.3% | -47.8% | -2.2% |
| 3Y | +27.5% | -18.0% | +45.5% | +28.8% |
| 5Y | -20.1% | -33.9% | +13.9% | -18.4% |
| 10Y | +39.1% | -30.9% | +70.0% | +34.7% |
| All | +3,627.7% | +6,983.3% | -3,355.7% | +2,178.0% |
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 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