+877.2%
DECK vs BIIB
-14.6%
+891.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.5% |
| 7D | +5.8% | -2.1% | +7.8% | +6.2% |
| 30D | +7.9% | +11.8% | -3.9% | +5.6% |
| 3M | -11.4% | +20.4% | -31.8% | -14.5% |
| 6M | -16.6% | +30.2% | -46.8% | -20.8% |
| YTD | -16.4% | +41.1% | -57.5% | -22.1% |
| 1Y | +8.6% | +58.4% | -49.8% | -1.0% |
| 3Y | -15.1% | -0.1% | -15.0% | -17.4% |
| 5Y | +22.9% | -10.9% | +33.8% | +19.3% |
| All | +877.2% | -14.6% | +891.7% | +811.0% |
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