+1,670.9%
DIS vs BIIB
+8,341.7%
-6,670.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | +4.4% | +1.7% | +2.7% | +4.2% |
| 30D | +10.3% | +12.2% | -1.9% | +8.9% |
| 3M | +15.5% | +22.3% | -6.7% | +13.0% |
| 6M | +11.2% | +30.9% | -19.7% | +7.7% |
| YTD | +5.6% | +43.9% | -38.3% | +1.0% |
| 1Y | +7.7% | +62.1% | -54.3% | +1.7% |
| 3Y | +39.3% | +12.7% | +26.6% | +35.8% |
| 5Y | -29.5% | -5.1% | -24.4% | -30.7% |
| 10Y | +36.3% | -21.9% | +58.2% | +29.9% |
| All | +1,670.9% | +8,341.7% | -6,670.8% | +1,000.5% |
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