+1,336.5%
MOD vs BIIB
+8,341.7%
-7,005.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | -17.8% | +1.7% | -19.6% | -18.0% |
| 30D | -43.2% | +12.2% | -55.4% | -44.2% |
| 3M | -46.0% | +22.3% | -68.3% | -47.6% |
| 6M | -62.2% | +30.9% | -93.2% | -63.8% |
| YTD | -22.8% | +43.9% | -66.7% | -27.1% |
| 1Y | -35.5% | +62.1% | -97.5% | -40.1% |
| 3Y | +128.2% | +12.7% | +115.6% | +120.4% |
| 5Y | +791.6% | -5.1% | +796.7% | +771.6% |
| 10Y | +886.3% | -21.9% | +908.2% | +828.0% |
| All | +1,336.5% | +8,341.7% | -7,005.2% | +920.8% |
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