+8,317.2%
LEN vs BIIB
+7,261.0%
+1,056.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | -3.2% | +1.1% | -4.3% | -3.3% |
| 30D | -4.9% | +6.9% | -11.8% | -5.8% |
| 3M | -8.5% | +12.4% | -20.9% | -10.2% |
| 6M | -20.7% | +16.3% | -36.9% | -22.8% |
| YTD | -17.4% | +25.5% | -42.9% | -20.7% |
| 1Y | -38.2% | +57.8% | -96.0% | -42.7% |
| 3Y | -24.9% | -17.3% | -7.5% | -23.7% |
| 5Y | -11.4% | -33.8% | +22.4% | -8.3% |
| 10Y | +110.0% | -29.6% | +139.6% | +103.8% |
| All | +8,317.2% | +7,261.0% | +1,056.2% | +4,412.0% |
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