+13.0%
DLR vs BIIB
+68.6%
-55.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.3% | +2.4% |
| 7D | +2.8% | +4.3% | -1.4% | +2.5% |
| 30D | +2.8% | +13.8% | -11.0% | +1.7% |
| 3M | -4.0% | +22.1% | -26.1% | -5.6% |
| 6M | -5.6% | +35.9% | -41.5% | -8.1% |
| YTD | +21.9% | +44.6% | -22.6% | +17.9% |
| 1Y | +13.0% | +70.4% | -57.4% | +9.4% |
| All | +13.0% | +68.6% | -55.6% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling