+498.3%
LDOS vs BIIB
+448.7%
+49.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.6% |
| 7D | -7.2% | -2.1% | -5.1% | -6.9% |
| 30D | +16.8% | +11.8% | +5.1% | +14.7% |
| 3M | -1.6% | +20.4% | -22.0% | -4.6% |
| 6M | -1.0% | +30.2% | -31.2% | -5.5% |
| YTD | -25.8% | +41.1% | -66.9% | -30.4% |
| 1Y | -31.1% | +58.4% | -89.5% | -36.6% |
| 3Y | +32.8% | -0.1% | +32.9% | +30.0% |
| 5Y | +49.4% | -10.9% | +60.3% | +46.2% |
| 10Y | +253.9% | -10.3% | +264.2% | +215.0% |
| All | +498.3% | +448.7% | +49.6% | +254.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling