+82.0%
LSCC vs BIIB
-33.3%
+115.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.6% |
| 7D | +1.3% | +1.1% | +0.2% | +0.9% |
| 30D | -9.7% | +6.9% | -16.5% | -12.1% |
| 3M | -23.7% | +12.4% | -36.1% | -28.1% |
| 6M | +26.5% | +16.3% | +10.2% | +16.7% |
| YTD | +57.5% | +25.5% | +32.0% | +39.7% |
| 1Y | +75.7% | +57.8% | +17.9% | +40.0% |
| 3Y | +19.5% | -17.3% | +36.8% | +20.4% |
| All | +82.0% | -33.3% | +115.4% | +90.9% |
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 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