+134.2%
DTE vs BIIB
-26.2%
+160.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -2.6% | -1.7% | -0.9% | -2.4% |
| 30D | -4.4% | +4.0% | -8.4% | -4.8% |
| 3M | -8.3% | +8.6% | -16.9% | -9.1% |
| 6M | -8.1% | +14.0% | -22.1% | -9.4% |
| YTD | +4.4% | +23.4% | -19.0% | +2.0% |
| 1Y | +0.2% | +45.9% | -45.7% | -3.8% |
| 3Y | +42.6% | -16.1% | +58.7% | +43.1% |
| 5Y | +31.5% | -27.6% | +59.0% | +32.4% |
| All | +134.2% | -26.2% | +160.4% | +133.0% |
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 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