-31.2%
LDOS vs BIIB
+68.6%
-99.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.5% |
| 7D | -2.8% | +4.3% | -7.1% | -3.2% |
| 30D | +13.6% | +13.8% | -0.2% | +12.3% |
| 3M | +4.2% | +22.1% | -17.8% | +2.6% |
| 6M | -8.2% | +35.9% | -44.1% | -10.1% |
| YTD | -24.1% | +44.6% | -68.7% | -26.6% |
| 1Y | -31.2% | +70.4% | -101.6% | -35.6% |
| All | -31.2% | +68.6% | -99.9% | -35.6% |
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