-28.4%
DT vs BIIB
-34.6%
+6.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -0.5% | -5.4% | +4.8% | +0.7% |
| 30D | +0.1% | +1.7% | -1.7% | -0.3% |
| 3M | +24.1% | +5.8% | +18.3% | +22.1% |
| 6M | +30.1% | +11.9% | +18.2% | +25.5% |
| YTD | +16.8% | +19.7% | -3.0% | +10.1% |
| 1Y | -0.1% | +46.7% | -46.8% | -11.1% |
| 3Y | +6.8% | -18.6% | +25.5% | +10.2% |
| 5Y | -28.4% | -29.8% | +1.4% | -19.0% |
| All | -28.4% | -34.6% | +6.2% | -19.0% |
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