+361.0%
LIN vs BIIB
-28.8%
+389.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.7% |
| 7D | -2.1% | +1.1% | -3.2% | -2.3% |
| 30D | -2.4% | +6.9% | -9.3% | -3.3% |
| 3M | -5.6% | +12.4% | -18.0% | -7.2% |
| 6M | -3.4% | +16.3% | -19.7% | -5.6% |
| YTD | +13.1% | +25.5% | -12.4% | +9.2% |
| 1Y | +2.5% | +57.8% | -55.3% | -4.2% |
| 3Y | +27.6% | -17.3% | +44.9% | +28.2% |
| 5Y | +63.0% | -33.8% | +96.8% | +65.5% |
| All | +361.0% | -28.8% | +389.7% | +344.6% |
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