-28.8%
BIIB vs DAR
+375.1%
-403.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.5% |
| 7D | -4.0% | +0.9% | -5.0% | -4.3% |
| 30D | +5.7% | +6.4% | -0.8% | +4.2% |
| 3M | +10.9% | +13.2% | -2.3% | +7.7% |
| 6M | +14.3% | +26.2% | -11.8% | +8.4% |
| YTD | +22.4% | +84.4% | -62.0% | +7.5% |
| 1Y | +51.1% | +112.0% | -61.0% | +28.4% |
| 3Y | -16.8% | +13.4% | -30.2% | -22.0% |
| 5Y | -28.1% | -6.0% | -22.1% | -31.7% |
| All | -28.8% | +375.1% | -403.9% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling