+128.1%
DAL vs BIIB
-18.3%
+146.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.6% | +2.6% | +4.9% |
| 7D | +10.0% | +2.4% | +7.7% | +9.7% |
| 30D | +12.0% | +12.9% | -0.9% | +9.9% |
| 3M | +0.8% | +22.6% | -21.8% | -2.4% |
| 6M | +26.2% | +31.7% | -5.6% | +20.5% |
| YTD | +33.7% | +44.8% | -11.1% | +25.4% |
| 1Y | +57.6% | +63.9% | -6.3% | +45.1% |
| 3Y | +183.5% | +13.5% | +170.0% | +171.3% |
| 5Y | +114.2% | -5.6% | +119.8% | +106.7% |
| 10Y | +128.1% | -20.3% | +148.4% | +106.5% |
| All | +128.1% | -18.3% | +146.4% | +106.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling