+53.6%
BIIB vs FIVE
+868.1%
-814.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.1% | -6.7% | -2.4% |
| 7D | +1.1% | +4.3% | -3.2% | +0.4% |
| 30D | +6.9% | +12.5% | -5.6% | +4.8% |
| 3M | +12.4% | +31.2% | -18.8% | +7.5% |
| 6M | +16.3% | +14.4% | +1.9% | +12.9% |
| YTD | +25.5% | +33.9% | -8.4% | +18.8% |
| 1Y | +57.8% | +65.1% | -7.2% | +44.0% |
| 3Y | -17.3% | +49.0% | -66.3% | -26.4% |
| 5Y | -33.8% | +30.3% | -64.1% | -41.4% |
| 10Y | -29.6% | +481.1% | -510.7% | -53.2% |
| All | +53.6% | +868.1% | -814.5% | -5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling