+29.2%
DAL vs BIIB
+51.8%
-22.5%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | -0.8% |
| 7D | +3.4% | -1.6% | +5.0% | +3.7% |
| 30D | -13.6% | +2.2% | -15.7% | -13.9% |
| 3M | +1.2% | +10.3% | -9.1% | -0.7% |
| 6M | +34.5% | +14.9% | +19.5% | +30.4% |
| YTD | +14.7% | +20.7% | -6.1% | +10.1% |
| 1Y | +29.2% | +50.3% | -21.1% | +23.0% |
| All | +29.2% | +51.8% | -22.5% | +23.0% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling