+12.7%
BIIB vs FGI
-66.3%
+79.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.3% | -1.2% |
| 7D | +2.7% | +13.5% | -10.8% | +2.6% |
| 30D | +9.4% | +17.1% | -7.7% | +9.2% |
| 3M | +19.9% | +78.0% | -58.1% | +18.3% |
| 6M | +25.6% | +46.4% | -20.8% | +24.1% |
| YTD | +42.3% | +47.7% | -5.4% | +39.7% |
| 1Y | +55.1% | +56.8% | -1.7% | +51.7% |
| 3Y | +11.4% | +12.3% | -0.8% | +8.1% |
| All | +12.7% | -66.3% | +79.0% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling