+10.4%
LVS vs BIIB
-29.7%
+40.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.3% |
| 7D | -2.7% | -5.4% | +2.6% | -1.5% |
| 30D | -4.7% | +1.7% | -6.4% | -5.1% |
| 3M | -15.6% | +5.8% | -21.4% | -17.0% |
| 6M | -18.6% | +11.9% | -30.6% | -21.3% |
| YTD | -32.3% | +19.7% | -52.0% | -35.9% |
| 1Y | -18.0% | +46.7% | -64.8% | -26.7% |
| 3Y | -5.8% | -18.6% | +12.8% | -6.2% |
| All | +10.4% | -29.7% | +40.1% | +21.5% |
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