+427.9%
LIN vs BIIB
-21.7%
+449.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | +0.2% | +2.7% | -2.4% | -0.1% |
| 30D | +6.2% | +9.4% | -3.3% | +4.9% |
| 3M | +9.3% | +19.9% | -10.6% | +6.7% |
| 6M | +4.4% | +25.6% | -21.3% | +1.1% |
| YTD | +23.7% | +42.3% | -18.6% | +17.6% |
| 1Y | +23.5% | +55.1% | -31.7% | +15.9% |
| 3Y | +35.8% | +11.4% | +24.4% | +31.4% |
| 5Y | +65.9% | -7.4% | +73.3% | +61.9% |
| All | +427.9% | -21.7% | +449.5% | +384.2% |
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