+98.6%
DOCU vs BIIB
-11.5%
+110.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.2% | -0.8% |
| 7D | -3.2% | -2.3% | -0.9% | -2.6% |
| 30D | +15.7% | +9.4% | +6.2% | +12.8% |
| 3M | +37.3% | +18.1% | +19.2% | +31.1% |
| 6M | +63.1% | +29.0% | +34.2% | +51.2% |
| YTD | +15.4% | +38.6% | -23.2% | +4.4% |
| 1Y | +11.3% | +59.0% | -47.7% | -3.1% |
| 3Y | +92.1% | -2.2% | +94.3% | +87.2% |
| 5Y | -70.5% | -12.5% | -58.0% | -70.9% |
| All | +98.6% | -11.5% | +110.1% | +92.8% |
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