+361.5%
LLY vs BIIB
-35.6%
+397.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -1.0% |
| 7D | -3.1% | -1.6% | -1.5% | -2.6% |
| 30D | -5.1% | +2.2% | -7.3% | -5.7% |
| 3M | -2.1% | +10.3% | -12.4% | -5.3% |
| 6M | +13.8% | +14.9% | -1.1% | +8.2% |
| YTD | +5.1% | +20.7% | -15.7% | -1.6% |
| 1Y | +53.1% | +50.3% | +2.8% | +34.1% |
| 3Y | +95.6% | -18.0% | +113.6% | +95.0% |
| 5Y | +361.5% | -33.9% | +395.4% | +435.0% |
| All | +361.5% | -35.6% | +397.2% | +435.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling