-48.1%
DOCS vs BIIB
+59.4%
-107.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.4% |
| 7D | -0.8% | -2.1% | +1.3% | -0.4% |
| 30D | +17.4% | +11.8% | +5.6% | +15.0% |
| 3M | +57.4% | +20.4% | +37.0% | +52.6% |
| 6M | +26.5% | +30.2% | -3.7% | +23.7% |
| YTD | -26.6% | +41.1% | -67.7% | -29.5% |
| 1Y | -48.1% | +58.4% | -106.5% | -59.3% |
| All | -48.1% | +59.4% | -107.5% | -59.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling