+43.4%
DLTR vs BIIB
-26.2%
+69.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -10.1% | -1.7% | -8.4% | -9.9% |
| 30D | -8.1% | +4.0% | -12.1% | -8.5% |
| 3M | +2.9% | +8.6% | -5.7% | +1.8% |
| 6M | +4.3% | +14.0% | -9.7% | +2.4% |
| YTD | -3.9% | +23.4% | -27.3% | -6.7% |
| 1Y | +18.9% | +45.9% | -27.0% | +13.0% |
| 3Y | +1.9% | -16.1% | +18.0% | +2.4% |
| 5Y | +31.0% | -27.6% | +58.6% | +32.1% |
| All | +43.4% | -26.2% | +69.6% | +38.0% |
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 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