-19.0%
DXCM vs BIIB
-19.0%
0.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | -0.1% | -2.9% |
| 7D | -6.2% | -1.6% | -4.6% | -5.8% |
| 30D | -0.3% | +2.2% | -2.5% | -0.8% |
| 3M | +10.3% | +10.3% | 0.0% | +7.4% |
| 6M | +24.1% | +14.9% | +9.2% | +19.0% |
| YTD | +27.4% | +20.7% | +6.6% | +19.8% |
| 1Y | +8.4% | +50.3% | -42.0% | -5.5% |
| 3Y | -19.0% | -18.0% | -1.0% | -7.9% |
| All | -19.0% | -19.0% | 0.0% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling