+1,934.6%
DOC vs BIIB
+7,261.0%
-5,326.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.7% |
| 7D | -1.5% | +1.1% | -2.5% | -1.6% |
| 30D | -4.8% | +6.9% | -11.6% | -5.3% |
| 3M | +6.9% | +12.4% | -5.5% | +5.8% |
| 6M | +20.7% | +16.3% | +4.5% | +19.0% |
| YTD | +34.1% | +25.5% | +8.7% | +31.2% |
| 1Y | +22.6% | +57.8% | -35.2% | +17.6% |
| 3Y | +20.8% | -17.3% | +38.2% | +21.7% |
| 5Y | -24.9% | -33.8% | +8.9% | -23.7% |
| 10Y | -1.8% | -29.6% | +27.8% | -3.9% |
| All | +1,934.6% | +7,261.0% | -5,326.4% | +1,438.2% |
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 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