+13.8%
BIIB vs FGI
-16.0%
+29.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -25.2% | +26.3% | +1.3% |
| 7D | +2.0% | -14.4% | +16.4% | +2.1% |
| 30D | +8.8% | -11.8% | +20.6% | +8.8% |
| 3M | +20.3% | -46.2% | +66.5% | +20.5% |
| 6M | +23.9% | +5.2% | +18.7% | +23.3% |
| YTD | +44.0% | +10.5% | +33.5% | +43.1% |
| 1Y | +53.8% | +25.5% | +28.3% | +52.8% |
| 3Y | +13.8% | -16.0% | +29.8% | +15.6% |
| All | +13.8% | -16.0% | +29.8% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling