-99.1%
FCEL vs BIIB
-26.2%
-73.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.7% |
| 7D | +6.3% | -1.7% | +8.0% | +6.6% |
| 30D | -26.7% | +4.0% | -30.6% | -27.9% |
| 3M | -10.2% | +8.6% | -18.8% | -13.7% |
| 6M | +123.5% | +14.0% | +109.5% | +112.5% |
| YTD | +117.4% | +23.4% | +94.0% | +100.9% |
| 1Y | +146.0% | +45.9% | +100.1% | +116.1% |
| 3Y | -61.9% | -16.1% | -45.8% | -61.1% |
| 5Y | -90.5% | -27.6% | -62.9% | -90.2% |
| All | -99.1% | -26.2% | -73.0% | -99.2% |
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