-37.4%
DOCS vs BIIB
-30.3%
-7.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | -3.3% |
| 7D | -1.3% | -2.3% | +1.0% | -0.7% |
| 30D | +19.4% | +9.4% | +10.0% | +16.7% |
| 3M | +53.4% | +18.1% | +35.3% | +47.3% |
| 6M | +28.8% | +29.0% | -0.2% | +21.2% |
| YTD | -25.1% | +38.6% | -63.7% | -31.5% |
| 1Y | -48.1% | +59.0% | -107.1% | -54.3% |
| 3Y | +51.4% | -2.2% | +53.6% | +50.6% |
| 5Y | -51.1% | -12.5% | -38.6% | -57.7% |
| All | -37.4% | -30.3% | -7.1% | -52.6% |
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