+36.2%
LIN vs BIIB
-0.5%
+36.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -3.0% | -1.4% |
| 7D | +0.2% | -2.1% | +2.3% | +0.5% |
| 30D | +6.5% | +11.8% | -5.3% | +4.8% |
| 3M | +5.5% | +20.4% | -14.9% | +2.7% |
| 6M | +3.3% | +30.2% | -26.9% | -0.8% |
| YTD | +22.0% | +41.1% | -19.1% | +15.2% |
| 1Y | +25.7% | +58.4% | -32.7% | +16.2% |
| 3Y | +36.2% | -0.1% | +36.3% | +28.1% |
| All | +36.2% | -0.5% | +36.7% | +28.1% |
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 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