+248.1%
DGX vs BIIB
-26.2%
+274.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.6% |
| 7D | -0.9% | -1.7% | +0.8% | -0.7% |
| 30D | -1.2% | +4.0% | -5.1% | -1.7% |
| 3M | +15.8% | +8.6% | +7.2% | +14.4% |
| 6M | +18.2% | +14.0% | +4.2% | +15.9% |
| YTD | +37.2% | +23.4% | +13.8% | +32.9% |
| 1Y | +30.4% | +45.9% | -15.5% | +23.3% |
| 3Y | +96.7% | -16.1% | +112.8% | +97.6% |
| 5Y | +67.2% | -27.6% | +94.7% | +68.3% |
| All | +248.1% | -26.2% | +274.3% | +240.0% |
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