+145.0%
DPZ vs BIIB
-20.7%
+165.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.4% | +2.4% |
| 7D | +2.2% | +2.0% | +0.2% | +2.0% |
| 30D | +15.5% | +8.8% | +6.7% | +14.3% |
| 3M | -2.0% | +20.3% | -22.3% | -4.3% |
| 6M | +12.1% | +23.9% | -11.7% | +9.0% |
| YTD | -16.6% | +44.0% | -60.6% | -20.6% |
| 1Y | -14.6% | +53.8% | -68.4% | -19.3% |
| 3Y | -4.1% | +13.8% | -18.0% | -7.2% |
| 5Y | -28.3% | -6.3% | -22.0% | -30.0% |
| All | +145.0% | -20.7% | +165.8% | +135.1% |
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