-16.8%
BIIB vs USFR
+14.1%
-30.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | +5.7% | +0.3% | +5.3% | +5.8% |
| 3M | +10.9% | +1.0% | +10.0% | +11.4% |
| 6M | +14.3% | +1.9% | +12.4% | +14.5% |
| YTD | +22.4% | +2.7% | +19.7% | +22.0% |
| 1Y | +51.1% | +4.0% | +47.1% | +49.0% |
| All | -16.8% | +14.1% | -30.9% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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