-26.9%
LEN vs BIIB
-19.0%
-7.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -3.4% | -5.4% | +2.0% | -1.6% |
| 30D | -5.7% | +1.7% | -7.4% | -6.2% |
| 3M | -12.2% | +5.8% | -18.1% | -14.3% |
| 6M | -18.3% | +11.9% | -30.2% | -22.4% |
| YTD | -20.2% | +19.7% | -39.9% | -26.9% |
| 1Y | -40.1% | +46.7% | -86.8% | -49.8% |
| All | -26.9% | -19.0% | -7.9% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling