+2,724.5%
MOD vs BIIB
+7,261.0%
-4,536.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.5% |
| 7D | +9.6% | +1.1% | +8.5% | +9.4% |
| 30D | 0.0% | +6.9% | -6.8% | -0.9% |
| 3M | -35.4% | +12.4% | -47.8% | -36.6% |
| 6M | -7.3% | +16.3% | -23.5% | -9.7% |
| YTD | +45.8% | +25.5% | +20.3% | +40.4% |
| 1Y | +43.1% | +57.8% | -14.7% | +33.5% |
| 3Y | +297.7% | -17.3% | +315.0% | +300.7% |
| 5Y | +1,478.8% | -33.8% | +1,512.6% | +1,518.2% |
| 10Y | +1,633.4% | -29.6% | +1,663.0% | +1,556.7% |
| All | +2,724.5% | +7,261.0% | -4,536.5% | +1,947.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling