+123.5%
DAL vs BIIB
-20.9%
+144.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.5% |
| 7D | +10.7% | +1.7% | +9.0% | +10.5% |
| 30D | +12.5% | +12.2% | +0.3% | +10.5% |
| 3M | +3.6% | +22.3% | -18.6% | +0.4% |
| 6M | +26.7% | +30.9% | -4.2% | +21.1% |
| YTD | +34.3% | +43.9% | -9.6% | +26.1% |
| 1Y | +59.1% | +62.1% | -2.9% | +46.8% |
| 3Y | +179.9% | +12.7% | +167.2% | +168.2% |
| 5Y | +119.1% | -5.1% | +124.3% | +111.5% |
| All | +123.5% | -20.9% | +144.5% | +101.8% |
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 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