+98.2%
DD vs BIIB
-20.7%
+119.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | +5.0% | +2.0% | +2.9% | +4.6% |
| 30D | +19.7% | +8.8% | +10.9% | +18.0% |
| 3M | +7.2% | +20.3% | -13.1% | +3.8% |
| 6M | +1.0% | +23.9% | -22.9% | -3.1% |
| YTD | +29.1% | +44.0% | -14.9% | +20.2% |
| 1Y | +28.5% | +53.8% | -25.4% | +18.2% |
| 3Y | +89.4% | +13.8% | +75.6% | +80.7% |
| 5Y | +67.1% | -6.3% | +73.4% | +61.6% |
| All | +98.2% | -20.7% | +119.0% | +75.5% |
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