+143.7%
LLY vs BIIB
+9.9%
+133.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +3.3% |
| 7D | +0.1% | +2.4% | -2.3% | -0.8% |
| 30D | +19.7% | +12.9% | +6.8% | +14.6% |
| 3M | +19.3% | +22.6% | -3.3% | +10.7% |
| 6M | +49.3% | +31.7% | +17.6% | +34.5% |
| YTD | +32.0% | +44.8% | -12.8% | +14.3% |
| 1Y | +53.7% | +63.9% | -10.2% | +27.4% |
| 3Y | +143.7% | +13.5% | +130.3% | +96.8% |
| All | +143.7% | +9.9% | +133.9% | +96.8% |
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