+122.8%
DAL vs BIIB
-14.6%
+137.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.3% | +1.9% |
| 7D | +8.8% | -2.1% | +10.9% | +9.2% |
| 30D | +5.4% | +11.8% | -6.4% | +3.6% |
| 3M | -4.9% | +20.4% | -25.3% | -7.7% |
| 6M | +19.8% | +30.2% | -10.4% | +14.6% |
| YTD | +27.0% | +41.1% | -14.1% | +19.6% |
| 1Y | +52.5% | +58.4% | -6.0% | +41.1% |
| 3Y | +173.8% | -0.1% | +174.0% | +166.5% |
| 5Y | +104.5% | -10.9% | +115.4% | +98.7% |
| All | +122.8% | -14.6% | +137.4% | +99.6% |
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