+46.4%
DRAM vs BIIB
+39.6%
+6.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.9% |
| 7D | -14.7% | +1.7% | -16.4% | -14.4% |
| 30D | -28.9% | +12.2% | -41.1% | -26.6% |
| 3M | -18.1% | +22.3% | -40.3% | -13.6% |
| 6M | -23.0% | +30.9% | -53.9% | -17.8% |
| All | +46.4% | +39.6% | +6.8% | +54.7% |
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