+7.2%
DG vs BIIB
-19.0%
+26.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.8% | -0.2% | -3.4% |
| 7D | -2.5% | -1.6% | -0.8% | -2.2% |
| 30D | +1.0% | +2.2% | -1.2% | +0.7% |
| 3M | +20.3% | +10.3% | +10.0% | +18.6% |
| 6M | -11.7% | +14.9% | -26.7% | -13.7% |
| YTD | -2.3% | +20.7% | -23.1% | -5.4% |
| 1Y | +20.0% | +50.3% | -30.3% | +12.0% |
| 3Y | +7.2% | -18.0% | +25.2% | +15.1% |
| All | +7.2% | -19.0% | +26.2% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling