+2,024.1%
LLY vs BIIB
-21.3%
+2,045.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.1% | +1.6% |
| 7D | +1.6% | +1.7% | -0.1% | +1.1% |
| 30D | +21.5% | +12.2% | +9.3% | +17.6% |
| 3M | +16.4% | +22.3% | -5.8% | +10.0% |
| 6M | +51.5% | +30.9% | +20.6% | +40.1% |
| YTD | +33.9% | +43.9% | -10.0% | +20.2% |
| 1Y | +49.1% | +62.1% | -13.0% | +29.5% |
| 3Y | +144.6% | +12.7% | +132.0% | +129.3% |
| 5Y | +466.3% | -5.1% | +471.5% | +441.8% |
| 10Y | +2,024.1% | -21.9% | +2,046.1% | +2,078.5% |
| All | +2,024.1% | -21.3% | +2,045.5% | +2,078.5% |
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