+16.8%
DOC vs BIIB
-5.5%
+22.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.8% |
| 7D | +8.7% | +4.3% | +4.5% | +8.1% |
| 30D | +7.6% | +13.8% | -6.2% | +5.7% |
| 3M | -5.3% | +22.1% | -27.3% | -7.9% |
| 6M | +27.6% | +35.9% | -8.3% | +21.9% |
| YTD | +32.4% | +44.6% | -12.2% | +24.9% |
| 1Y | +22.9% | +70.4% | -47.5% | +13.1% |
| 3Y | +43.1% | +2.0% | +41.1% | +39.7% |
| 5Y | -21.4% | -9.3% | -12.1% | -23.1% |
| 10Y | +16.8% | -8.1% | +25.0% | +12.5% |
| All | +16.8% | -5.5% | +22.4% | +12.5% |
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