+2,662.2%
DXCM vs BIIB
+595.0%
+2,067.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.4% |
| 7D | -4.4% | +2.4% | -6.7% | -4.9% |
| 30D | -3.6% | +12.9% | -16.5% | -6.8% |
| 3M | -4.3% | +22.6% | -26.9% | -9.7% |
| 6M | +33.8% | +31.7% | +2.0% | +23.1% |
| YTD | +22.1% | +44.8% | -22.7% | +8.8% |
| 1Y | +47.4% | +63.9% | -16.5% | +26.8% |
| 3Y | -12.3% | +13.5% | -25.7% | -17.2% |
| 5Y | -49.1% | -5.6% | -43.5% | -50.8% |
| 10Y | +423.1% | -20.3% | +443.4% | +357.8% |
| All | +2,662.2% | +595.0% | +2,067.1% | +877.9% |
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 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