+103.0%
LEN vs BIIB
-26.2%
+129.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | -4.8% | -1.7% | -3.1% | -4.4% |
| 30D | -6.6% | +4.0% | -10.5% | -7.4% |
| 3M | -15.7% | +8.6% | -24.3% | -17.4% |
| 6M | -16.6% | +14.0% | -30.6% | -19.6% |
| YTD | -21.3% | +23.4% | -44.7% | -25.7% |
| 1Y | -42.0% | +45.9% | -87.9% | -47.3% |
| 3Y | -27.9% | -16.1% | -11.8% | -27.2% |
| 5Y | -10.7% | -27.6% | +16.9% | -9.3% |
| All | +103.0% | -26.2% | +129.2% | +93.2% |
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