+17,825.5%
LLY vs BIIB
+8,346.7%
+9,478.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +1.4% | -0.4% | +1.8% | +1.4% |
| 30D | +21.5% | +10.5% | +11.1% | +20.0% |
| 3M | +18.5% | +24.3% | -5.8% | +15.2% |
| 6M | +49.1% | +28.0% | +21.1% | +44.3% |
| YTD | +34.4% | +44.0% | -9.6% | +27.9% |
| 1Y | +46.3% | +58.8% | -12.5% | +37.5% |
| 3Y | +145.5% | +12.7% | +132.7% | +139.4% |
| 5Y | +472.7% | -4.9% | +477.6% | +464.7% |
| 10Y | +2,049.9% | -20.6% | +2,070.6% | +1,989.5% |
| All | +17,825.5% | +8,346.7% | +9,478.8% | +11,133.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling