-23.6%
DOC vs BIIB
-33.3%
+9.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.5% |
| 7D | -1.5% | +1.1% | -2.5% | -1.7% |
| 30D | -4.8% | +6.9% | -11.6% | -6.1% |
| 3M | +6.9% | +12.4% | -5.5% | +4.0% |
| 6M | +20.7% | +16.3% | +4.5% | +16.3% |
| YTD | +34.1% | +25.5% | +8.7% | +26.6% |
| 1Y | +22.6% | +57.8% | -35.2% | +9.7% |
| 3Y | +20.8% | -17.3% | +38.2% | +21.3% |
| All | -23.6% | -33.3% | +9.7% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling