+393.1%
DXCM vs BIIB
-20.9%
+414.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -9.2% | -0.4% | -8.8% | -9.1% |
| 30D | -6.5% | +10.5% | -16.9% | -8.3% |
| 3M | -10.3% | +24.3% | -34.5% | -14.1% |
| 6M | +35.4% | +28.0% | +7.4% | +28.5% |
| YTD | +21.1% | +44.0% | -22.9% | +11.7% |
| 1Y | +38.2% | +58.8% | -20.6% | +24.9% |
| 3Y | -14.6% | +12.7% | -27.3% | -17.7% |
| 5Y | -49.6% | -4.9% | -44.6% | -50.9% |
| 10Y | +393.1% | -20.6% | +413.7% | +390.7% |
| All | +393.1% | -20.9% | +414.0% | +390.7% |
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