+3,455.1%
DLR vs BIIB
+325.5%
+3,129.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.1% |
| 7D | +3.3% | +2.0% | +1.3% | +2.9% |
| 30D | +4.6% | +8.8% | -4.2% | +2.9% |
| 3M | -8.3% | +20.3% | -28.6% | -11.6% |
| 6M | -5.6% | +23.9% | -29.5% | -9.9% |
| YTD | +18.7% | +44.0% | -25.3% | +9.6% |
| 1Y | +17.1% | +53.8% | -36.7% | +6.7% |
| 3Y | +54.4% | +13.8% | +40.5% | +47.0% |
| 5Y | +36.5% | -6.3% | +42.8% | +32.4% |
| 10Y | +187.7% | -20.6% | +208.3% | +162.2% |
| All | +3,455.1% | +325.5% | +3,129.6% | +1,569.0% |
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