+1,465.5%
DVN vs BIIB
+7,138.3%
-5,672.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | +4.5% | -1.7% | +6.2% | +4.7% |
| 30D | +12.0% | +4.0% | +8.0% | +11.5% |
| 3M | +13.4% | +8.6% | +4.8% | +12.2% |
| 6M | +12.1% | +14.0% | -1.9% | +10.2% |
| YTD | +38.8% | +23.4% | +15.4% | +35.2% |
| 1Y | +46.0% | +45.9% | +0.1% | +39.6% |
| 3Y | +9.5% | -16.1% | +25.6% | +10.1% |
| 5Y | +125.3% | -27.6% | +152.8% | +127.7% |
| 10Y | +66.6% | -26.7% | +93.3% | +61.8% |
| All | +1,465.5% | +7,138.3% | -5,672.8% | +927.6% |
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