+100.8%
DG vs BIIB
-20.7%
+121.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | +0.3% | +2.0% | -1.7% | +0.1% |
| 30D | +3.2% | +8.8% | -5.6% | +2.2% |
| 3M | +10.4% | +20.3% | -9.9% | +8.1% |
| 6M | +33.2% | +23.9% | +9.3% | +29.7% |
| YTD | +3.0% | +44.0% | -41.0% | -1.7% |
| 1Y | +31.2% | +53.8% | -22.6% | +24.3% |
| 3Y | +21.8% | +13.8% | +8.0% | +18.5% |
| 5Y | -35.0% | -6.3% | -28.7% | -36.3% |
| All | +100.8% | -20.7% | +121.5% | +80.1% |
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