+851.5%
DE vs BIIB
-26.2%
+877.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -2.6% | -1.7% | -0.9% | -2.3% |
| 30D | +9.0% | +4.0% | +5.1% | +8.3% |
| 3M | +19.1% | +8.6% | +10.5% | +17.4% |
| 6M | +14.4% | +14.0% | +0.4% | +11.7% |
| YTD | +45.9% | +23.4% | +22.6% | +40.7% |
| 1Y | +43.6% | +45.9% | -2.3% | +34.9% |
| 3Y | +75.9% | -16.1% | +92.0% | +76.4% |
| 5Y | +98.8% | -27.6% | +126.3% | +100.3% |
| All | +851.5% | -26.2% | +877.6% | +804.3% |
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