+34.3%
FANG vs BIIB
+68.6%
-34.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.1% | -4.9% |
| 7D | -11.3% | +4.3% | -15.6% | -11.3% |
| 30D | -0.7% | +13.8% | -14.5% | -0.6% |
| 3M | -4.2% | +22.1% | -26.2% | -4.3% |
| 6M | -13.5% | +35.9% | -49.4% | -14.3% |
| YTD | +23.7% | +44.6% | -20.9% | +20.3% |
| 1Y | +34.3% | +70.4% | -36.1% | +31.5% |
| All | +34.3% | +68.6% | -34.3% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 1y: compounded portfolio wealth divided by compounded BIIB 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…
1y analysis · Full analysis span regression · 6 months rolling