+2,673.1%
DXCM vs BIIB
+583.1%
+2,090.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.6% |
| 7D | -3.6% | +2.7% | -6.3% | -4.4% |
| 30D | -4.3% | +9.4% | -13.7% | -6.7% |
| 3M | -10.4% | +19.9% | -30.3% | -14.9% |
| 6M | +33.1% | +25.6% | +7.5% | +24.2% |
| YTD | +22.6% | +42.3% | -19.7% | +9.8% |
| 1Y | +36.5% | +55.1% | -18.6% | +19.2% |
| 3Y | -13.5% | +11.4% | -24.9% | -17.9% |
| 5Y | -49.6% | -7.4% | -42.3% | -51.1% |
| 10Y | +399.5% | -21.5% | +421.0% | +338.9% |
| All | +2,673.1% | +583.1% | +2,090.0% | +886.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling