+25.5%
LSCC vs BIIB
-11.1%
+36.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.8% | +5.3% | +6.5% |
| 7D | +13.0% | -2.1% | +15.0% | +13.9% |
| 30D | -19.8% | +11.8% | -31.6% | -23.4% |
| 3M | -18.4% | +20.4% | -38.8% | -24.4% |
| 6M | -16.1% | +30.2% | -46.4% | -25.9% |
| YTD | +42.7% | +41.1% | +1.6% | +20.5% |
| 1Y | +68.0% | +58.4% | +9.6% | +34.7% |
| 3Y | +85.8% | -0.1% | +86.0% | +73.5% |
| All | +25.5% | -11.1% | +36.6% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling