+7.0%
DXCM vs BIIB
+49.3%
-42.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.7% |
| 7D | -6.5% | -5.4% | -1.1% | -6.2% |
| 30D | -4.3% | +1.7% | -6.0% | -4.4% |
| 3M | +7.3% | +5.8% | +1.4% | +7.0% |
| 6M | +22.0% | +11.9% | +10.1% | +21.7% |
| YTD | +26.4% | +19.7% | +6.6% | +25.7% |
| 1Y | +7.0% | +46.7% | -39.8% | +7.8% |
| All | +7.0% | +49.3% | -42.3% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling