-69.3%
FCEL vs BIIB
+13.5%
-82.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.7% | -6.3% |
| 7D | -2.8% | +2.0% | -4.8% | -3.9% |
| 30D | -31.6% | +8.8% | -40.5% | -35.4% |
| 3M | -52.4% | +20.3% | -72.7% | -58.5% |
| 6M | -51.4% | +23.9% | -75.3% | -60.0% |
| YTD | +32.4% | +44.0% | -11.6% | -3.6% |
| 1Y | +37.5% | +53.8% | -16.3% | -6.3% |
| 3Y | -69.3% | +13.8% | -83.1% | -69.2% |
| All | -69.3% | +13.5% | -82.8% | -69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling