+23.1%
DBX vs BIIB
-21.1%
+44.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.0% |
| 7D | -1.8% | -4.0% | +2.2% | -1.2% |
| 30D | +2.8% | +5.7% | -2.8% | +1.9% |
| 3M | +26.8% | +10.9% | +15.9% | +24.4% |
| 6M | +32.8% | +14.3% | +18.4% | +29.2% |
| YTD | +26.1% | +22.4% | +3.7% | +21.0% |
| 1Y | +14.1% | +51.1% | -36.9% | +5.4% |
| 3Y | +25.7% | -16.8% | +42.5% | +27.2% |
| 5Y | +11.2% | -28.1% | +39.3% | +12.9% |
| All | +23.1% | -21.1% | +44.1% | +1.9% |
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