-31.7%
LDOS vs BIIB
+61.6%
-93.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -1.3% | -0.4% | -0.9% | -1.3% |
| 30D | +10.1% | +10.5% | -0.4% | +9.1% |
| 3M | -4.7% | +24.3% | -28.9% | -6.3% |
| 6M | +5.6% | +28.0% | -22.4% | +3.5% |
| YTD | -25.1% | +44.0% | -69.1% | -27.9% |
| 1Y | -31.7% | +58.8% | -90.5% | -36.6% |
| All | -31.7% | +61.6% | -93.3% | -36.6% |
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