+128.8%
MOD vs BIIB
+13.5%
+115.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +8.2% | -0.4% | +8.6% | +8.3% |
| 30D | -38.2% | +10.5% | -48.6% | -38.8% |
| 3M | -46.2% | +24.3% | -70.5% | -47.6% |
| 6M | -62.5% | +28.0% | -90.6% | -63.9% |
| YTD | -20.1% | +44.0% | -64.1% | -25.4% |
| 1Y | -29.7% | +58.8% | -88.5% | -35.8% |
| All | +128.8% | +13.5% | +115.3% | +111.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling