+2,107.8%
DUK vs BIIB
+6,924.3%
-4,816.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.6% |
| 7D | -0.1% | -5.4% | +5.3% | +0.2% |
| 30D | +0.2% | +1.7% | -1.5% | +0.1% |
| 3M | -1.9% | +5.8% | -7.7% | -2.3% |
| 6M | -6.5% | +11.9% | -18.5% | -7.2% |
| YTD | +5.4% | +19.7% | -14.3% | +4.2% |
| 1Y | +3.6% | +46.7% | -43.2% | +1.2% |
| 3Y | +48.1% | -18.6% | +66.8% | +48.7% |
| 5Y | +39.6% | -29.8% | +69.4% | +40.4% |
| 10Y | +131.8% | -28.8% | +160.7% | +127.8% |
| All | +2,107.8% | +6,924.3% | -4,816.5% | +1,724.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling