+189.5%
LQD vs BIIB
+401.7%
-212.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.1% |
| 7D | 0.0% | -5.4% | +5.3% | +0.1% |
| 30D | -0.2% | +1.7% | -1.9% | -0.2% |
| 3M | -1.7% | +5.8% | -7.5% | -1.8% |
| 6M | -2.7% | +11.9% | -14.6% | -2.9% |
| YTD | -1.4% | +19.7% | -21.2% | -1.8% |
| 1Y | -1.0% | +46.7% | -47.7% | -1.7% |
| 3Y | +15.1% | -18.6% | +33.7% | +15.1% |
| 5Y | -5.2% | -29.8% | +24.6% | -5.3% |
| 10Y | +23.3% | -28.8% | +52.2% | +22.8% |
| All | +189.5% | +401.7% | -212.3% | +189.1% |
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