-97.7%
LCID vs BIIB
-34.0%
-63.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | +0.8% |
| 7D | +1.8% | -1.6% | +3.4% | +2.6% |
| 30D | -34.2% | +2.2% | -36.4% | -35.1% |
| 3M | -9.1% | +10.3% | -19.4% | -12.5% |
| 6M | -52.6% | +14.9% | -67.6% | -55.6% |
| YTD | -56.2% | +20.7% | -76.9% | -60.0% |
| 1Y | -74.9% | +50.3% | -125.2% | -79.3% |
| 3Y | -92.1% | -18.0% | -74.1% | -91.4% |
| All | -97.7% | -34.0% | -63.7% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling