+9,430.1%
DGX vs BIIB
+6,221.9%
+3,208.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -2.2% | -5.4% | +3.1% | -1.4% |
| 30D | -0.9% | +1.7% | -2.7% | -1.2% |
| 3M | +15.6% | +5.8% | +9.7% | +14.4% |
| 6M | +17.8% | +11.9% | +5.8% | +15.4% |
| YTD | +37.5% | +19.7% | +17.7% | +33.0% |
| 1Y | +31.2% | +46.7% | -15.6% | +22.9% |
| 3Y | +96.6% | -18.6% | +115.2% | +99.2% |
| 5Y | +64.9% | -29.8% | +94.7% | +67.9% |
| 10Y | +254.6% | -28.8% | +283.4% | +235.1% |
| All | +9,430.1% | +6,221.9% | +3,208.2% | +4,635.8% |
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