+48.7%
LUNR vs BIIB
-14.7%
+63.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | -3.1% | -1.7% | -1.4% | -3.0% |
| 30D | -15.3% | +4.0% | -19.3% | -15.5% |
| 3M | -53.2% | +8.6% | -61.8% | -53.4% |
| 6M | -22.2% | +14.0% | -36.2% | -22.7% |
| YTD | -11.6% | +23.4% | -35.0% | -12.4% |
| 1Y | +68.4% | +45.9% | +22.5% | +66.2% |
| 3Y | +216.8% | -16.1% | +232.9% | +195.0% |
| All | +48.7% | -14.7% | +63.4% | +36.4% |
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