+833.2%
MOD vs BIIB
-7.5%
+840.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.3% |
| 7D | +16.1% | +2.7% | +13.4% | +15.6% |
| 30D | -38.5% | +9.4% | -47.9% | -39.7% |
| 3M | -46.8% | +19.9% | -66.7% | -48.9% |
| 6M | -61.6% | +25.6% | -87.2% | -63.8% |
| YTD | -20.5% | +42.3% | -62.9% | -27.8% |
| 1Y | -28.0% | +55.1% | -83.1% | -36.0% |
| 3Y | +134.9% | +11.4% | +123.5% | +121.2% |
| 5Y | +833.2% | -7.4% | +840.5% | +830.1% |
| All | +833.2% | -7.5% | +840.6% | +830.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling