+753.4%
MOD vs BIIB
-11.1%
+764.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +5.4% |
| 7D | -25.5% | -2.1% | -23.5% | -25.3% |
| 30D | -49.0% | +11.8% | -60.8% | -50.3% |
| 3M | -49.8% | +20.4% | -70.2% | -51.8% |
| 6M | -64.8% | +30.2% | -95.0% | -67.1% |
| YTD | -27.6% | +41.1% | -68.8% | -34.1% |
| 1Y | -35.2% | +58.4% | -93.6% | -42.8% |
| 3Y | +137.1% | -0.1% | +137.3% | +129.4% |
| All | +753.4% | -11.1% | +764.6% | +751.4% |
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