+167.2%
LII vs BIIB
-31.7%
+199.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -0.8% |
| 7D | +2.1% | -1.6% | +3.7% | +2.3% |
| 30D | -12.4% | +2.2% | -14.6% | -12.7% |
| 3M | -24.8% | +10.3% | -35.1% | -26.2% |
| 6M | -25.2% | +14.9% | -40.1% | -27.1% |
| YTD | -20.3% | +20.7% | -41.0% | -23.0% |
| 1Y | -32.9% | +50.3% | -83.3% | -37.4% |
| 3Y | +2.0% | -18.0% | +20.0% | +2.5% |
| 5Y | +24.4% | -33.9% | +58.4% | +26.1% |
| 10Y | +167.2% | -30.9% | +198.2% | +159.8% |
| All | +167.2% | -31.7% | +199.0% | +159.8% |
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