+54.0%
LHX vs BIIB
-16.5%
+70.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | -4.3% | -1.7% | -2.6% | -4.1% |
| 30D | -15.1% | +4.0% | -19.1% | -15.6% |
| 3M | -21.0% | +8.6% | -29.6% | -22.0% |
| 6M | -32.0% | +14.0% | -46.0% | -33.4% |
| YTD | -15.3% | +23.4% | -38.7% | -18.3% |
| 1Y | -11.1% | +45.9% | -56.9% | -16.9% |
| 3Y | +54.0% | -16.1% | +70.1% | +59.2% |
| All | +54.0% | -16.5% | +70.5% | +59.2% |
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 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