+1,669.6%
DIS vs BIIB
+8,395.7%
-6,726.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.7% |
| 7D | +5.3% | +2.4% | +3.0% | +5.0% |
| 30D | +10.2% | +12.9% | -2.7% | +8.8% |
| 3M | +13.5% | +22.6% | -9.0% | +11.0% |
| 6M | +11.1% | +31.7% | -20.6% | +7.6% |
| YTD | +5.5% | +44.8% | -39.3% | +0.9% |
| 1Y | +9.1% | +63.9% | -54.8% | +2.9% |
| 3Y | +36.0% | +13.5% | +22.5% | +32.5% |
| 5Y | -29.8% | -5.6% | -24.2% | -31.0% |
| 10Y | +36.6% | -20.3% | +56.9% | +30.0% |
| All | +1,669.6% | +8,395.7% | -6,726.1% | +998.9% |
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