+966.8%
MOD vs BIIB
-18.3%
+985.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.6% | +7.2% | +9.5% |
| 7D | -13.9% | +2.4% | -16.3% | -14.2% |
| 30D | -41.5% | +12.9% | -54.5% | -42.6% |
| 3M | -45.7% | +22.6% | -68.3% | -47.4% |
| 6M | -61.1% | +31.7% | -92.9% | -62.9% |
| YTD | -20.5% | +44.8% | -65.3% | -25.5% |
| 1Y | -32.1% | +63.9% | -96.0% | -37.6% |
| 3Y | +146.5% | +13.5% | +133.0% | +136.0% |
| 5Y | +812.7% | -5.6% | +818.3% | +785.6% |
| 10Y | +966.8% | -20.3% | +987.2% | +952.6% |
| All | +966.8% | -18.3% | +985.1% | +952.6% |
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