+417.3%
LIN vs BIIB
-18.3%
+435.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.7% |
| 7D | +0.1% | +2.4% | -2.2% | -0.2% |
| 30D | +7.6% | +12.9% | -5.4% | +5.9% |
| 3M | +6.5% | +22.6% | -16.0% | +3.7% |
| 6M | +6.2% | +31.7% | -25.6% | +2.2% |
| YTD | +23.2% | +44.8% | -21.6% | +16.8% |
| 1Y | +25.4% | +63.9% | -38.5% | +16.9% |
| 3Y | +38.3% | +13.5% | +24.8% | +33.5% |
| 5Y | +64.4% | -5.6% | +70.0% | +60.1% |
| 10Y | +417.3% | -20.3% | +437.6% | +378.8% |
| All | +417.3% | -18.3% | +435.6% | +378.8% |
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