+1,464.4%
DIS vs BIIB
+7,261.0%
-5,796.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.5% |
| 7D | -2.6% | +1.1% | -3.6% | -2.7% |
| 30D | +3.5% | +6.9% | -3.4% | +2.7% |
| 3M | +6.8% | +12.4% | -5.6% | +5.3% |
| 6M | +3.0% | +16.3% | -13.3% | +1.0% |
| YTD | -6.7% | +25.5% | -32.2% | -9.4% |
| 1Y | -10.1% | +57.8% | -67.9% | -14.9% |
| 3Y | +33.0% | -17.3% | +50.4% | +34.1% |
| 5Y | -40.0% | -33.8% | -6.2% | -38.7% |
| 10Y | +21.1% | -29.6% | +50.6% | +16.7% |
| All | +1,464.4% | +7,261.0% | -5,796.6% | +887.2% |
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 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