+1,259.3%
DD vs BIIB
+7,261.0%
-6,001.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | -3.5% | +1.1% | -4.6% | -3.6% |
| 30D | -10.3% | +6.9% | -17.2% | -11.0% |
| 3M | -7.5% | +12.4% | -20.0% | -8.8% |
| 6M | -8.0% | +16.3% | -24.3% | -9.7% |
| YTD | +10.5% | +25.5% | -15.0% | +7.5% |
| 1Y | +38.3% | +57.8% | -19.5% | +31.3% |
| 3Y | +42.5% | -17.3% | +59.8% | +43.8% |
| 5Y | +60.2% | -33.8% | +94.0% | +63.5% |
| 10Y | +68.9% | -29.6% | +98.4% | +64.4% |
| All | +1,259.3% | +7,261.0% | -6,001.7% | +859.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling