+95.6%
DG vs BIIB
-26.8%
+122.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.5% |
| 7D | -6.3% | -4.0% | -2.3% | -5.8% |
| 30D | +2.4% | +5.7% | -3.2% | +1.8% |
| 3M | +12.4% | +10.9% | +1.5% | +11.0% |
| 6M | -14.9% | +14.3% | -29.3% | -16.5% |
| YTD | -6.1% | +22.4% | -28.5% | -8.6% |
| 1Y | +17.9% | +51.1% | -33.2% | +11.7% |
| 3Y | +3.1% | -16.8% | +20.0% | +4.0% |
| 5Y | -38.7% | -28.1% | -10.5% | -38.0% |
| All | +95.6% | -26.8% | +122.4% | +87.0% |
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