-31.1%
LDOS vs BIIB
+59.4%
-90.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.5% |
| 7D | -7.2% | -2.1% | -5.1% | -7.0% |
| 30D | +16.8% | +11.8% | +5.1% | +15.7% |
| 3M | -1.6% | +20.4% | -22.0% | -3.1% |
| 6M | -1.0% | +30.2% | -31.2% | -2.9% |
| YTD | -25.8% | +41.1% | -66.9% | -28.4% |
| 1Y | -31.1% | +58.4% | -89.5% | -36.3% |
| All | -31.1% | +59.4% | -90.5% | -36.3% |
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 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