+13.7%
DOC vs BIIB
-16.1%
+29.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.3% |
| 7D | +6.2% | -2.3% | +8.5% | +6.6% |
| 30D | +6.5% | +9.4% | -3.0% | +5.1% |
| 3M | -6.2% | +18.1% | -24.3% | -8.4% |
| 6M | +25.6% | +29.0% | -3.4% | +20.8% |
| YTD | +32.1% | +38.6% | -6.5% | +25.3% |
| 1Y | +20.3% | +59.0% | -38.7% | +11.9% |
| 3Y | +42.7% | -2.2% | +45.0% | +40.2% |
| 5Y | -22.2% | -12.5% | -9.7% | -23.5% |
| All | +13.7% | -16.1% | +29.8% | +9.2% |
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