+20.7%
DHI vs BIIB
-16.5%
+37.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | -3.4% | -1.7% | -1.7% | -2.9% |
| 30D | -5.4% | +4.0% | -9.4% | -6.7% |
| 3M | -10.4% | +8.6% | -19.0% | -13.4% |
| 6M | -2.8% | +14.0% | -16.8% | -8.2% |
| YTD | -3.4% | +23.4% | -26.8% | -12.4% |
| 1Y | -22.9% | +45.9% | -68.8% | -35.1% |
| 3Y | +20.7% | -16.1% | +36.8% | +23.2% |
| All | +20.7% | -16.5% | +37.2% | +23.2% |
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