+196.8%
DKS vs BIIB
-26.2%
+223.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | -3.0% | -1.7% | -1.3% | -2.7% |
| 30D | -33.4% | +4.0% | -37.3% | -33.9% |
| 3M | -39.4% | +8.6% | -48.0% | -40.4% |
| 6M | -30.1% | +14.0% | -44.1% | -32.1% |
| YTD | -31.0% | +23.4% | -54.3% | -34.0% |
| 1Y | -40.2% | +45.9% | -86.1% | -44.6% |
| 3Y | +30.9% | -16.1% | +47.1% | +31.5% |
| 5Y | +14.0% | -27.6% | +41.6% | +14.5% |
| All | +196.8% | -26.2% | +223.0% | +185.5% |
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 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