+221.4%
LDOS vs BIIB
-20.7%
+242.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | -1.6% | +2.0% | -3.7% | -1.9% |
| 30D | +8.2% | +8.8% | -0.6% | +7.1% |
| 3M | -8.2% | +20.3% | -28.5% | -10.3% |
| 6M | +5.8% | +23.9% | -18.1% | +2.8% |
| YTD | -27.0% | +44.0% | -71.0% | -30.6% |
| 1Y | -31.0% | +53.8% | -84.8% | -35.0% |
| 3Y | +29.3% | +13.8% | +15.4% | +25.0% |
| 5Y | +48.7% | -6.3% | +55.0% | +45.5% |
| All | +221.4% | -20.7% | +242.2% | +200.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling