+196.4%
DOCN vs BIIB
-2.2%
+198.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.1% | -11.7% | -14.5% |
| 7D | -29.3% | -2.3% | -27.0% | -28.7% |
| 30D | -46.0% | +9.4% | -55.5% | -47.7% |
| 3M | -43.2% | +18.1% | -61.2% | -46.7% |
| 6M | -53.7% | +29.0% | -82.7% | -59.1% |
| YTD | +46.9% | +38.6% | +8.3% | +24.1% |
| 1Y | +54.3% | +59.0% | -4.7% | +20.7% |
| All | +196.4% | -2.2% | +198.7% | +182.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling