-28.8%
BIIB vs FIVE
+486.0%
-514.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.4% |
| 7D | -5.4% | +1.7% | -7.0% | -5.7% |
| 30D | +1.7% | +5.0% | -3.3% | +0.8% |
| 3M | +5.8% | +29.5% | -23.7% | +1.1% |
| 6M | +11.9% | +12.4% | -0.5% | +8.8% |
| YTD | +19.7% | +31.2% | -11.5% | +13.2% |
| 1Y | +46.7% | +72.9% | -26.1% | +31.9% |
| 3Y | -18.6% | +53.0% | -71.6% | -28.5% |
| 5Y | -29.8% | +34.2% | -64.0% | -38.6% |
| 10Y | -28.8% | +497.6% | -526.5% | -56.3% |
| All | -28.8% | +486.0% | -514.8% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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