+103.1%
DOCN vs BIIB
-5.1%
+108.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.2% | -5.3% | -4.5% |
| 7D | +19.1% | +2.0% | +17.1% | +18.5% |
| 30D | -21.0% | +8.8% | -29.9% | -22.9% |
| 3M | -34.7% | +20.3% | -55.0% | -38.3% |
| 6M | -45.8% | +23.9% | -69.7% | -49.7% |
| YTD | +79.4% | +44.0% | +35.4% | +58.2% |
| 1Y | +91.0% | +53.8% | +37.2% | +64.9% |
| 3Y | +237.5% | +13.8% | +223.6% | +208.9% |
| 5Y | -30.4% | -6.3% | -24.1% | -37.2% |
| All | +103.1% | -5.1% | +108.2% | +83.7% |
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 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