+124.0%
DPZ vs BIIB
-14.6%
+138.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.4% |
| 7D | +6.6% | -2.1% | +8.6% | +6.8% |
| 30D | +10.3% | +11.8% | -1.5% | +8.8% |
| 3M | -6.2% | +20.4% | -26.6% | -8.3% |
| 6M | +4.2% | +30.2% | -26.0% | +0.8% |
| YTD | -18.4% | +41.1% | -59.5% | -22.1% |
| 1Y | -14.9% | +58.4% | -73.4% | -19.9% |
| 3Y | -4.6% | -0.1% | -4.5% | -6.3% |
| 5Y | -27.4% | -10.9% | -16.5% | -28.8% |
| All | +124.0% | -14.6% | +138.5% | +112.7% |
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