+507.7%
FAST vs BIIB
-31.7%
+539.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.3% | +0.1% |
| 7D | +1.3% | -1.6% | +2.9% | +1.5% |
| 30D | -4.7% | +2.2% | -6.9% | -5.1% |
| 3M | +7.9% | +10.3% | -2.4% | +6.1% |
| 6M | +7.4% | +14.9% | -7.5% | +4.6% |
| YTD | +25.1% | +20.7% | +4.3% | +20.6% |
| 1Y | +4.7% | +50.3% | -45.6% | -2.7% |
| 3Y | +94.7% | -18.0% | +112.6% | +96.4% |
| 5Y | +106.8% | -33.9% | +140.7% | +112.4% |
| 10Y | +507.7% | -30.9% | +538.6% | +478.3% |
| All | +507.7% | -31.7% | +539.4% | +478.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling