-6.8%
BIIB vs USFR
+21.4%
-28.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.3% |
| 7D | +2.0% | +0.1% | +2.0% | +2.3% |
| 30D | +8.8% | +0.4% | +8.5% | +10.6% |
| 3M | +20.3% | +1.1% | +19.2% | +26.2% |
| 6M | +23.9% | +2.0% | +21.9% | +35.7% |
| YTD | +44.0% | +3.5% | +40.5% | +67.4% |
| 1Y | +53.8% | +4.1% | +49.7% | +83.4% |
| 3Y | +13.8% | +14.4% | -0.5% | +119.4% |
| All | -6.8% | +21.4% | -28.1% | +197.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling