-17.8%
BIIB vs USFR
+28.6%
-46.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.2% |
| 7D | +2.0% | +0.1% | +2.0% | +2.0% |
| 30D | +8.8% | +0.4% | +8.5% | +8.7% |
| 3M | +20.3% | +1.1% | +19.2% | +19.7% |
| 6M | +23.9% | +2.0% | +21.9% | +22.8% |
| YTD | +44.0% | +3.5% | +40.5% | +41.8% |
| 1Y | +53.8% | +4.1% | +49.7% | +51.0% |
| 3Y | +13.8% | +14.4% | -0.5% | +7.0% |
| 5Y | -6.3% | +21.4% | -27.7% | -14.6% |
| 10Y | -20.6% | +28.6% | -49.2% | -29.9% |
| All | -17.8% | +28.6% | -46.4% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling