-8.4%
DPZ vs BIIB
-18.0%
+9.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.4% |
| 7D | -2.5% | +1.1% | -3.6% | -2.7% |
| 30D | -7.0% | +6.9% | -13.8% | -8.1% |
| 3M | +11.6% | +12.4% | -0.8% | +9.1% |
| 6M | -15.2% | +16.3% | -31.4% | -17.8% |
| YTD | -17.2% | +25.5% | -42.7% | -21.1% |
| 1Y | -24.8% | +57.8% | -82.7% | -31.8% |
| All | -8.4% | -18.0% | +9.7% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling