+121.1%
DPZ vs BIIB
-18.3%
+139.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.7% | -0.3% |
| 7D | +3.7% | +2.4% | +1.3% | +3.4% |
| 30D | +8.0% | +12.9% | -4.9% | +6.4% |
| 3M | -4.2% | +22.6% | -26.8% | -6.6% |
| 6M | +4.6% | +31.7% | -27.2% | +0.9% |
| YTD | -18.4% | +44.8% | -63.2% | -22.3% |
| 1Y | -16.8% | +63.9% | -80.7% | -21.9% |
| 3Y | -5.0% | +13.5% | -18.5% | -8.0% |
| 5Y | -27.8% | -5.6% | -22.2% | -29.6% |
| 10Y | +121.1% | -20.3% | +141.4% | +104.4% |
| All | +121.1% | -18.3% | +139.4% | +104.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling