+14,234.5%
LLY vs BIIB
+7,261.0%
+6,973.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.7% |
| 7D | -2.1% | +1.1% | -3.2% | -2.3% |
| 30D | -1.6% | +6.9% | -8.5% | -2.5% |
| 3M | +2.3% | +12.4% | -10.1% | +0.7% |
| 6M | +14.9% | +16.3% | -1.4% | +12.4% |
| YTD | +7.5% | +25.5% | -18.0% | +4.2% |
| 1Y | +55.7% | +57.8% | -2.1% | +46.5% |
| 3Y | +110.6% | -17.3% | +127.9% | +113.5% |
| 5Y | +363.4% | -33.8% | +397.2% | +377.7% |
| 10Y | +1,649.0% | -29.6% | +1,678.6% | +1,626.6% |
| All | +14,234.5% | +7,261.0% | +6,973.5% | +9,043.8% |
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