+36.9%
LIN vs BIIB
+13.5%
+23.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | +0.3% | -0.4% | +0.8% | +0.4% |
| 30D | +8.0% | +10.5% | -2.4% | +6.5% |
| 3M | +7.7% | +24.3% | -16.6% | +4.3% |
| 6M | +5.1% | +28.0% | -22.9% | +1.1% |
| YTD | +24.7% | +44.0% | -19.3% | +17.3% |
| 1Y | +25.1% | +58.8% | -33.7% | +15.4% |
| All | +36.9% | +13.5% | +23.4% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling