+13.8%
BIIB vs FIVE
+40.0%
-26.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +2.0% | +2.7% | -0.6% | +1.7% |
| 30D | +8.8% | +12.7% | -3.8% | +7.4% |
| 3M | +20.3% | +2.1% | +18.2% | +19.8% |
| 6M | +23.9% | +17.5% | +6.4% | +21.2% |
| YTD | +44.0% | +31.0% | +13.0% | +38.6% |
| 1Y | +53.8% | +67.7% | -13.9% | +44.1% |
| 3Y | +13.8% | +43.4% | -29.5% | +6.5% |
| All | +13.8% | +40.0% | -26.1% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling