+422.4%
LIN vs BIIB
-20.9%
+443.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +2.0% | +1.7% | +0.3% | +1.8% |
| 30D | +7.9% | +12.2% | -4.3% | +6.3% |
| 3M | +6.3% | +22.3% | -16.0% | +3.5% |
| 6M | +6.5% | +30.9% | -24.4% | +2.6% |
| YTD | +23.6% | +43.9% | -20.3% | +17.2% |
| 1Y | +25.7% | +62.1% | -36.4% | +17.4% |
| 3Y | +35.6% | +12.7% | +22.9% | +31.1% |
| 5Y | +65.9% | -5.1% | +71.0% | +61.5% |
| All | +422.4% | -20.9% | +443.3% | +377.1% |
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