-25.9%
DPZ vs BIIB
-12.7%
-13.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +1.0% |
| 7D | +9.5% | -2.3% | +11.8% | +9.9% |
| 30D | +12.8% | +9.4% | +3.4% | +10.9% |
| 3M | -6.2% | +18.1% | -24.3% | -9.1% |
| 6M | +4.3% | +29.0% | -24.7% | -0.8% |
| YTD | -16.6% | +38.6% | -55.2% | -22.0% |
| 1Y | -12.8% | +59.0% | -71.8% | -20.6% |
| 3Y | -0.8% | -2.2% | +1.4% | -2.8% |
| All | -25.9% | -12.7% | -13.2% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling