+4,318.7%
DVA vs BIIB
+11,490.9%
-7,172.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.6% | -1.6% |
| 7D | +2.2% | -1.6% | +3.9% | +2.4% |
| 30D | -2.0% | +2.2% | -4.2% | -2.3% |
| 3M | -6.3% | +10.3% | -16.6% | -7.6% |
| 6M | +19.4% | +14.9% | +4.5% | +17.0% |
| YTD | +58.5% | +20.7% | +37.7% | +53.9% |
| 1Y | +33.9% | +50.3% | -16.5% | +26.1% |
| 3Y | +88.4% | -18.0% | +106.4% | +90.8% |
| 5Y | +39.5% | -33.9% | +73.4% | +43.1% |
| 10Y | +179.5% | -30.9% | +210.4% | +168.6% |
| All | +4,318.7% | +11,490.9% | -7,172.3% | +2,275.9% |
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