-56.5%
LUMN vs BIIB
-26.2%
-30.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | +2.5% | -1.7% | +4.2% | +2.8% |
| 30D | +10.3% | +4.0% | +6.4% | +9.6% |
| 3M | -18.3% | +8.6% | -26.9% | -19.7% |
| 6M | +4.4% | +14.0% | -9.6% | +1.4% |
| YTD | -10.7% | +23.4% | -34.1% | -14.4% |
| 1Y | +14.0% | +45.9% | -31.9% | +5.9% |
| 3Y | +406.6% | -16.1% | +422.7% | +409.8% |
| 5Y | -36.8% | -27.6% | -9.2% | -36.0% |
| All | -56.5% | -26.2% | -30.3% | -59.8% |
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