-70.4%
LYFT vs BIIB
-28.1%
-42.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.7% |
| 7D | -8.4% | -1.7% | -6.7% | -7.8% |
| 30D | -7.6% | +4.0% | -11.6% | -8.8% |
| 3M | +11.7% | +8.6% | +3.1% | +7.9% |
| 6M | +15.1% | +14.0% | +1.1% | +8.6% |
| YTD | -20.9% | +23.4% | -44.3% | -28.1% |
| 1Y | -16.4% | +45.9% | -62.3% | -29.2% |
| 3Y | +35.2% | -16.1% | +51.3% | +40.2% |
| All | -70.4% | -28.1% | -42.4% | -66.8% |
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