-37.4%
DOCS vs BIIB
-28.4%
-8.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | +0.1% | +2.7% | -2.6% | -0.6% |
| 30D | +8.7% | +9.4% | -0.8% | +6.2% |
| 3M | +32.9% | +19.9% | +12.9% | +27.1% |
| 6M | +25.5% | +25.6% | -0.1% | +18.7% |
| YTD | -25.0% | +42.3% | -67.3% | -31.9% |
| 1Y | -34.9% | +55.1% | -90.0% | -42.2% |
| 3Y | +39.3% | +11.4% | +27.9% | +33.4% |
| 5Y | -54.8% | -7.4% | -47.4% | -60.8% |
| All | -37.4% | -28.4% | -8.9% | -52.9% |
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