+39,338.6%
FAST vs BIIB
+7,261.0%
+32,077.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | -0.4% | +1.1% | -1.4% | -0.5% |
| 30D | -0.8% | +6.9% | -7.7% | -1.6% |
| 3M | +5.8% | +12.4% | -6.7% | +4.1% |
| 6M | +8.0% | +16.3% | -8.3% | +5.7% |
| YTD | +25.6% | +25.5% | +0.2% | +21.6% |
| 1Y | +0.8% | +57.8% | -57.0% | -5.3% |
| 3Y | +86.1% | -17.3% | +103.5% | +87.6% |
| 5Y | +100.2% | -33.8% | +134.0% | +104.8% |
| 10Y | +494.2% | -29.6% | +523.8% | +472.9% |
| All | +39,338.6% | +7,261.0% | +32,077.6% | +21,550.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling