+114.1%
DT vs BIIB
-9.1%
+123.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -1.6% | -1.7% | +0.1% | -1.3% |
| 30D | +3.0% | +4.0% | -0.9% | +2.4% |
| 3M | +26.5% | +8.6% | +17.9% | +24.4% |
| 6M | +35.9% | +14.0% | +21.9% | +32.1% |
| YTD | +17.8% | +23.4% | -5.6% | +12.5% |
| 1Y | +4.1% | +45.9% | -41.8% | -3.8% |
| 3Y | +5.3% | -16.1% | +21.4% | +6.0% |
| 5Y | -27.2% | -27.6% | +0.4% | -26.6% |
| All | +114.1% | -9.1% | +123.2% | +138.3% |
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