+111.9%
DOCN vs BIIB
-6.2%
+118.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.5% | +3.7% |
| 7D | +27.4% | +2.7% | +24.7% | +26.5% |
| 30D | -29.7% | +9.4% | -39.2% | -31.6% |
| 3M | -32.5% | +19.9% | -52.4% | -36.0% |
| 6M | -42.2% | +25.6% | -67.8% | -46.6% |
| YTD | +87.2% | +42.3% | +44.9% | +65.6% |
| 1Y | +86.2% | +55.1% | +31.1% | +60.2% |
| 3Y | +257.4% | +11.4% | +246.0% | +229.0% |
| 5Y | -27.4% | -7.4% | -20.0% | -34.3% |
| All | +111.9% | -6.2% | +118.1% | +92.3% |
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