-11.0%
DUOL vs BIIB
-16.5%
+5.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.0% |
| 7D | -7.0% | -1.7% | -5.3% | -7.0% |
| 30D | +6.7% | +4.0% | +2.8% | +6.8% |
| 3M | +16.0% | +8.6% | +7.4% | +16.3% |
| 6M | +45.4% | +14.0% | +31.4% | +46.0% |
| YTD | -18.1% | +23.4% | -41.5% | -17.7% |
| 1Y | -53.6% | +45.9% | -99.4% | -53.2% |
| 3Y | -11.0% | -16.1% | +5.2% | -5.6% |
| All | -11.0% | -16.5% | +5.6% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling