+547.9%
FAST vs BIIB
-18.3%
+566.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +2.6% |
| 7D | +3.8% | +2.4% | +1.5% | +3.5% |
| 30D | +8.1% | +12.9% | -4.8% | +6.0% |
| 3M | +5.8% | +22.6% | -16.8% | +2.4% |
| 6M | +24.9% | +31.7% | -6.9% | +19.3% |
| YTD | +38.9% | +44.8% | -5.9% | +30.4% |
| 1Y | +36.5% | +63.9% | -27.4% | +25.6% |
| 3Y | +98.1% | +13.5% | +84.7% | +90.2% |
| 5Y | +109.3% | -5.6% | +114.9% | +103.6% |
| 10Y | +547.9% | -20.3% | +568.2% | +492.6% |
| All | +547.9% | -18.3% | +566.2% | +492.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling