+55.6%
LDOS vs BIIB
-6.2%
+61.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +1.9% | +1.7% | +0.1% | +1.7% |
| 30D | +12.8% | +12.2% | +0.6% | +11.3% |
| 3M | -1.0% | +22.3% | -23.3% | -3.2% |
| 6M | +6.2% | +30.9% | -24.7% | +2.9% |
| YTD | -23.2% | +43.9% | -67.1% | -26.6% |
| 1Y | -29.5% | +62.1% | -91.6% | -33.5% |
| 3Y | +37.1% | +12.7% | +24.4% | +32.2% |
| 5Y | +55.6% | -5.1% | +60.7% | +54.9% |
| All | +55.6% | -6.2% | +61.8% | +54.9% |
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