+384.5%
DXCM vs BIIB
-20.7%
+405.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.2% |
| 7D | +4.9% | +2.0% | +2.9% | +4.5% |
| 30D | -0.2% | +8.8% | -9.0% | -1.8% |
| 3M | -8.9% | +20.3% | -29.2% | -12.2% |
| 6M | +42.3% | +23.9% | +18.4% | +35.9% |
| YTD | +25.6% | +44.0% | -18.4% | +15.8% |
| 1Y | +39.5% | +53.8% | -14.3% | +26.9% |
| 3Y | -15.3% | +13.8% | -29.1% | -18.5% |
| 5Y | -48.4% | -6.3% | -42.1% | -49.7% |
| All | +384.5% | -20.7% | +405.3% | +372.3% |
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