+839.8%
MOD vs BIIB
-20.9%
+860.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +8.2% | -0.4% | +8.6% | +8.4% |
| 30D | -38.2% | +10.5% | -48.6% | -39.1% |
| 3M | -46.2% | +24.3% | -70.5% | -48.0% |
| 6M | -62.5% | +28.0% | -90.6% | -64.1% |
| YTD | -20.1% | +44.0% | -64.1% | -25.1% |
| 1Y | -29.7% | +58.8% | -88.5% | -35.1% |
| 3Y | +136.2% | +12.7% | +123.5% | +126.4% |
| 5Y | +820.4% | -4.9% | +825.3% | +792.4% |
| 10Y | +839.8% | -20.6% | +860.4% | +833.6% |
| All | +839.8% | -20.9% | +860.7% | +833.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling