+1,580.3%
LLY vs BIIB
-30.8%
+1,611.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.3% |
| 7D | -3.1% | -5.4% | +2.3% | -1.6% |
| 30D | -8.6% | +1.7% | -10.4% | -9.1% |
| 3M | -1.6% | +5.8% | -7.5% | -3.4% |
| 6M | +11.8% | +11.9% | -0.1% | +7.7% |
| YTD | +5.1% | +19.7% | -14.6% | -0.7% |
| 1Y | +50.7% | +46.7% | +4.0% | +34.5% |
| 3Y | +95.7% | -18.6% | +114.3% | +100.4% |
| 5Y | +390.2% | -29.8% | +420.0% | +409.3% |
| 10Y | +1,580.3% | -28.8% | +1,609.1% | +1,510.0% |
| All | +1,580.3% | -30.8% | +1,611.1% | +1,510.0% |
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