+583.4%
DG vs BIIB
+376.6%
+206.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | +8.4% | +1.1% | +7.3% | +8.2% |
| 30D | +4.9% | +6.9% | -1.9% | +4.1% |
| 3M | +29.3% | +12.4% | +16.9% | +27.4% |
| 6M | -11.3% | +16.3% | -27.5% | -13.2% |
| YTD | +1.8% | +25.5% | -23.7% | -1.5% |
| 1Y | +25.3% | +57.8% | -32.5% | +17.6% |
| 3Y | +9.1% | -17.3% | +26.4% | +10.1% |
| 5Y | -34.9% | -33.8% | -1.1% | -33.5% |
| 10Y | +108.2% | -29.6% | +137.7% | +98.7% |
| All | +583.4% | +376.6% | +206.8% | +337.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling