+50.6%
LYB vs BIIB
+68.6%
-18.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.2% | -7.0% | -4.7% |
| 7D | -6.2% | +4.3% | -10.5% | -6.1% |
| 30D | +6.3% | +13.8% | -7.5% | +6.8% |
| 3M | +4.1% | +22.1% | -18.0% | +4.8% |
| 6M | -15.5% | +35.9% | -51.4% | -14.9% |
| YTD | +50.2% | +44.6% | +5.7% | +46.3% |
| 1Y | +50.6% | +70.4% | -19.8% | +30.7% |
| All | +50.6% | +68.6% | -18.0% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling