+260.9%
DXCM vs BIIB
-30.8%
+291.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.6% |
| 7D | -6.5% | -5.4% | -1.1% | -5.5% |
| 30D | -4.3% | +1.7% | -6.0% | -4.7% |
| 3M | +7.3% | +5.8% | +1.4% | +5.8% |
| 6M | +22.0% | +11.9% | +10.1% | +18.6% |
| YTD | +26.4% | +19.7% | +6.6% | +20.9% |
| 1Y | +7.0% | +46.7% | -39.8% | -2.2% |
| 3Y | -19.6% | -18.6% | -1.0% | -17.6% |
| 5Y | -39.3% | -29.8% | -9.5% | -37.5% |
| 10Y | +260.9% | -28.8% | +289.8% | +246.7% |
| All | +260.9% | -30.8% | +291.8% | +246.7% |
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