+50.9%
LVS vs BIIB
+222.0%
-171.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | 0.0% |
| 7D | +0.3% | -1.6% | +2.0% | +0.7% |
| 30D | -3.9% | +2.2% | -6.1% | -4.5% |
| 3M | -12.9% | +10.3% | -23.2% | -15.2% |
| 6M | -16.9% | +14.9% | -31.9% | -20.3% |
| YTD | -31.2% | +20.7% | -52.0% | -35.1% |
| 1Y | -16.4% | +50.3% | -66.7% | -25.5% |
| 3Y | -4.4% | -18.0% | +13.5% | -2.6% |
| 5Y | +6.7% | -33.9% | +40.6% | +11.5% |
| 10Y | +1.4% | -30.9% | +32.4% | -10.3% |
| All | +50.9% | +222.0% | -171.0% | -44.6% |
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