-50.3%
DOCS vs BIIB
-36.9%
-13.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.1% | -2.4% |
| 7D | -1.4% | +1.1% | -2.5% | -1.7% |
| 30D | +21.8% | +6.9% | +14.9% | +19.9% |
| 3M | +27.3% | +12.4% | +14.9% | +23.4% |
| 6M | -0.3% | +16.3% | -16.6% | -4.0% |
| YTD | -40.5% | +25.5% | -66.0% | -44.3% |
| 1Y | -61.5% | +57.8% | -119.3% | -66.2% |
| 3Y | +8.2% | -17.3% | +25.5% | +12.6% |
| 5Y | -73.4% | -33.8% | -39.6% | -78.9% |
| All | -50.3% | -36.9% | -13.4% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling