+185.8%
LMT vs BIIB
-26.2%
+212.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | -0.2% | -1.7% | +1.5% | -0.1% |
| 30D | -13.1% | +4.0% | -17.0% | -13.5% |
| 3M | -3.9% | +8.6% | -12.5% | -4.9% |
| 6M | -18.3% | +14.0% | -32.3% | -19.6% |
| YTD | +10.3% | +23.4% | -13.0% | +7.4% |
| 1Y | +14.2% | +45.9% | -31.7% | +9.1% |
| 3Y | +35.0% | -16.1% | +51.1% | +35.8% |
| 5Y | +73.2% | -27.6% | +100.8% | +75.6% |
| All | +185.8% | -26.2% | +212.0% | +177.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling