-0.7%
BIIB vs FGI
-70.4%
+69.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.2% | -1.7% |
| 7D | +1.1% | +0.5% | +0.5% | +1.1% |
| 30D | +6.9% | +65.4% | -58.5% | +5.6% |
| 3M | +12.4% | +23.5% | -11.1% | +11.3% |
| 6M | +16.3% | +60.5% | -44.3% | +14.1% |
| YTD | +25.5% | +30.0% | -4.5% | +23.4% |
| 1Y | +57.8% | +82.1% | -24.3% | +52.6% |
| 3Y | -17.3% | -4.4% | -13.0% | -19.6% |
| All | -0.7% | -70.4% | +69.7% | -0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling