+319.8%
DRI vs BIIB
-20.7%
+340.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -0.7% | -0.4% | -0.3% | -0.7% |
| 30D | +14.7% | +10.5% | +4.2% | +13.3% |
| 3M | +5.4% | +24.3% | -18.8% | +2.6% |
| 6M | +18.8% | +28.0% | -9.2% | +15.0% |
| YTD | +28.4% | +44.0% | -15.6% | +22.2% |
| 1Y | +37.7% | +58.8% | -21.2% | +29.5% |
| 3Y | +68.0% | +12.7% | +55.2% | +62.7% |
| 5Y | +78.8% | -4.9% | +83.7% | +73.8% |
| All | +319.8% | -20.7% | +340.6% | +287.2% |
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 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