+99.6%
DE vs BIIB
-28.1%
+127.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -2.6% | -1.7% | -0.9% | -2.3% |
| 30D | +9.0% | +4.0% | +5.1% | +8.1% |
| 3M | +19.1% | +8.6% | +10.5% | +16.9% |
| 6M | +14.4% | +14.0% | +0.4% | +10.8% |
| YTD | +45.9% | +23.4% | +22.6% | +38.8% |
| 1Y | +43.6% | +45.9% | -2.3% | +31.9% |
| 3Y | +75.9% | -16.1% | +92.0% | +75.5% |
| All | +99.6% | -28.1% | +127.7% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling