-38.8%
DOCS vs BIIB
-27.6%
-11.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.2% |
| 7D | -0.6% | +1.7% | -2.3% | -0.9% |
| 30D | +6.3% | +12.2% | -5.9% | +3.3% |
| 3M | +26.5% | +22.3% | +4.2% | +20.4% |
| 6M | +24.8% | +30.9% | -6.1% | +17.0% |
| YTD | -26.8% | +43.9% | -70.7% | -33.7% |
| 1Y | -38.3% | +62.1% | -100.4% | -45.8% |
| 3Y | +36.0% | +12.7% | +23.4% | +29.9% |
| 5Y | -55.0% | -5.1% | -49.9% | -60.8% |
| All | -38.8% | -27.6% | -11.2% | -54.2% |
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 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