+32.0%
DD vs BIIB
+51.4%
-19.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -3.5% | -1.7% | -1.8% | -3.3% |
| 30D | -11.7% | +4.0% | -15.6% | -12.0% |
| 3M | -9.2% | +8.6% | -17.8% | -10.4% |
| 6M | -7.2% | +14.0% | -21.2% | -9.2% |
| YTD | +6.6% | +23.4% | -16.8% | +2.1% |
| 1Y | +32.0% | +45.9% | -13.9% | +23.9% |
| All | +32.0% | +51.4% | -19.4% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling