+467.1%
DDOG vs BIIB
-6.1%
+473.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.6% |
| 7D | -10.1% | +1.1% | -11.2% | -10.4% |
| 30D | -24.8% | +6.9% | -31.7% | -25.8% |
| 3M | -12.6% | +12.4% | -25.0% | -14.8% |
| 6M | +79.9% | +16.3% | +63.7% | +74.0% |
| YTD | +56.6% | +25.5% | +31.1% | +48.8% |
| 1Y | +61.6% | +57.8% | +3.8% | +47.0% |
| 3Y | +117.9% | -17.3% | +135.2% | +120.7% |
| 5Y | +54.2% | -33.8% | +88.0% | +57.2% |
| All | +467.1% | -6.1% | +473.1% | +524.5% |
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