+17.5%
LUV vs BIIB
-26.2%
+43.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | -1.0% | -1.7% | +0.7% | -0.7% |
| 30D | -12.4% | +4.0% | -16.3% | -12.9% |
| 3M | -11.0% | +8.6% | -19.6% | -12.3% |
| 6M | -5.0% | +14.0% | -19.0% | -7.3% |
| YTD | -3.8% | +23.4% | -27.2% | -7.3% |
| 1Y | +25.9% | +45.9% | -20.0% | +18.1% |
| 3Y | +42.2% | -16.1% | +58.4% | +42.4% |
| 5Y | -10.8% | -27.6% | +16.8% | -10.6% |
| All | +17.5% | -26.2% | +43.6% | +9.0% |
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