-20.3%
BIIB vs FIVE
+596.6%
-616.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.6% | -3.0% | +1.7% |
| 7D | +2.4% | +6.2% | -3.8% | +1.3% |
| 30D | +12.9% | +18.2% | -5.3% | +9.8% |
| 3M | +22.6% | +3.8% | +18.7% | +21.5% |
| 6M | +31.7% | +13.7% | +18.0% | +28.0% |
| YTD | +44.8% | +34.7% | +10.1% | +36.3% |
| 1Y | +63.9% | +66.6% | -2.7% | +48.7% |
| 3Y | +13.5% | +44.3% | -30.8% | +1.0% |
| 5Y | -5.6% | +18.8% | -24.4% | -15.5% |
| 10Y | -20.3% | +569.2% | -589.5% | -48.9% |
| All | -20.3% | +596.6% | -616.9% | -48.9% |
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