+54.8%
LUNR vs BIIB
-17.2%
+72.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -4.7% |
| 7D | +0.5% | -5.4% | +5.9% | +0.8% |
| 30D | -5.3% | +1.7% | -7.1% | -5.4% |
| 3M | -45.6% | +5.8% | -51.5% | -45.8% |
| 6M | -17.4% | +11.9% | -29.3% | -17.8% |
| YTD | -7.9% | +19.7% | -27.7% | -8.6% |
| 1Y | +77.6% | +46.7% | +30.9% | +75.4% |
| 3Y | +247.4% | -18.6% | +266.1% | +224.0% |
| All | +54.8% | -17.2% | +72.0% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling