+203.8%
DHR vs BIIB
-26.2%
+230.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -3.6% | -1.7% | -2.0% | -3.3% |
| 30D | -2.7% | +4.0% | -6.7% | -3.5% |
| 3M | +10.9% | +8.6% | +2.3% | +8.9% |
| 6M | +3.0% | +14.0% | -11.0% | -0.1% |
| YTD | -12.2% | +23.4% | -35.6% | -16.4% |
| 1Y | +3.3% | +45.9% | -42.6% | -4.8% |
| 3Y | -8.2% | -16.1% | +7.9% | -7.9% |
| 5Y | -29.9% | -27.6% | -2.3% | -29.2% |
| All | +203.8% | -26.2% | +230.0% | +189.6% |
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