+55.8%
DOCS vs BIIB
-2.2%
+58.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | -3.6% |
| 7D | -1.3% | -2.3% | +1.0% | -0.9% |
| 30D | +19.4% | +9.4% | +10.0% | +17.6% |
| 3M | +53.4% | +18.1% | +35.3% | +49.3% |
| 6M | +28.8% | +29.0% | -0.2% | +24.4% |
| YTD | -25.1% | +38.6% | -63.7% | -28.8% |
| 1Y | -48.1% | +59.0% | -107.1% | -51.9% |
| All | +55.8% | -2.2% | +58.0% | +64.4% |
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