+180.6%
DVA vs BIIB
-26.2%
+206.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -1.3% | -1.7% | +0.3% | -1.1% |
| 30D | 0.0% | +4.0% | -3.9% | -0.6% |
| 3M | -10.9% | +8.6% | -19.5% | -12.2% |
| 6M | +17.3% | +14.0% | +3.3% | +14.6% |
| YTD | +59.8% | +23.4% | +36.4% | +54.0% |
| 1Y | +36.3% | +45.9% | -9.6% | +27.8% |
| 3Y | +88.6% | -16.1% | +104.7% | +89.5% |
| 5Y | +47.5% | -27.6% | +75.1% | +48.9% |
| All | +180.6% | -26.2% | +206.7% | +173.6% |
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 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