+632.8%
LYB vs BIIB
+316.1%
+316.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | +0.3% | -1.7% | +1.9% | +0.6% |
| 30D | +2.5% | +4.0% | -1.5% | +1.5% |
| 3M | +1.4% | +8.6% | -7.2% | -0.8% |
| 6M | -3.5% | +14.0% | -17.5% | -7.0% |
| YTD | +52.0% | +23.4% | +28.6% | +43.6% |
| 1Y | +22.1% | +45.9% | -23.8% | +11.1% |
| 3Y | -22.8% | -16.1% | -6.6% | -22.3% |
| 5Y | -3.4% | -27.6% | +24.2% | -2.0% |
| 10Y | +47.4% | -26.7% | +74.0% | +30.5% |
| All | +632.8% | +316.1% | +316.8% | +129.5% |
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 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