-57.0%
DOCS vs BIIB
-6.3%
-50.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.4% |
| 7D | 0.0% | +2.4% | -2.4% | -0.6% |
| 30D | +7.8% | +12.9% | -5.1% | +4.2% |
| 3M | +20.0% | +22.6% | -2.6% | +13.4% |
| 6M | +26.5% | +31.7% | -5.2% | +17.3% |
| YTD | -25.8% | +44.8% | -70.6% | -33.8% |
| 1Y | -39.5% | +63.9% | -103.3% | -48.0% |
| 3Y | +60.3% | +13.5% | +46.9% | +52.3% |
| 5Y | -57.0% | -5.6% | -51.4% | -60.9% |
| All | -57.0% | -6.3% | -50.7% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling