+2,077.5%
LLY vs BIIB
-20.7%
+2,098.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | 0.0% | +0.8% |
| 7D | +6.6% | +2.0% | +4.6% | +6.0% |
| 30D | +19.4% | +8.8% | +10.6% | +16.7% |
| 3M | +19.6% | +20.3% | -0.7% | +13.5% |
| 6M | +42.6% | +23.9% | +18.7% | +33.8% |
| YTD | +35.0% | +44.0% | -9.0% | +21.1% |
| 1Y | +42.0% | +53.8% | -11.8% | +25.1% |
| 3Y | +140.5% | +13.8% | +126.7% | +124.8% |
| 5Y | +479.9% | -6.3% | +486.2% | +456.6% |
| All | +2,077.5% | -20.7% | +2,098.2% | +2,145.0% |
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