+342.0%
DRI vs BIIB
-28.4%
+370.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -4.8% | -5.4% | +0.5% | -4.2% |
| 30D | -3.9% | +1.7% | -5.7% | -4.1% |
| 3M | +5.1% | +5.8% | -0.8% | +4.2% |
| 6M | +5.5% | +11.9% | -6.4% | +3.7% |
| YTD | +16.5% | +19.7% | -3.3% | +13.4% |
| 1Y | +2.0% | +46.7% | -44.8% | -3.2% |
| 3Y | +54.5% | -18.6% | +73.1% | +55.4% |
| 5Y | +66.6% | -29.8% | +96.4% | +67.2% |
| All | +342.0% | -28.4% | +370.4% | +319.2% |
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