+17,509.4%
LLY vs BIIB
+8,395.7%
+9,113.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +3.9% |
| 7D | +0.1% | +2.4% | -2.3% | -0.2% |
| 30D | +19.7% | +12.9% | +6.8% | +17.9% |
| 3M | +19.3% | +22.6% | -3.3% | +16.2% |
| 6M | +49.3% | +31.7% | +17.6% | +44.0% |
| YTD | +32.0% | +44.8% | -12.8% | +25.6% |
| 1Y | +53.7% | +63.9% | -10.2% | +43.9% |
| 3Y | +143.7% | +13.5% | +130.3% | +137.6% |
| 5Y | +463.9% | -5.6% | +469.5% | +456.4% |
| 10Y | +2,006.3% | -20.3% | +2,026.7% | +1,946.0% |
| All | +17,509.4% | +8,395.7% | +9,113.8% | +10,926.8% |
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 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