-18.4%
LSCC vs BIIB
+19.0%
-37.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.8% | +5.3% | +7.4% |
| 7D | +13.0% | -2.1% | +15.0% | +12.3% |
| 30D | -19.8% | +11.8% | -31.6% | -18.2% |
| 3M | -18.4% | +20.4% | -38.8% | -16.9% |
| All | -18.4% | +19.0% | -37.4% | -16.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling