-99.8%
FCUV vs BIIB
-28.1%
-71.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.2% |
| 7D | -66.5% | -1.7% | -64.8% | -66.4% |
| 30D | +5.0% | +4.0% | +1.0% | +5.4% |
| 3M | +63.8% | +8.6% | +55.2% | +62.3% |
| 6M | -67.8% | +14.0% | -81.8% | -68.8% |
| YTD | -82.4% | +23.4% | -105.8% | -83.4% |
| 1Y | -94.7% | +45.9% | -140.6% | -95.3% |
| 3Y | -99.3% | -16.1% | -83.1% | -99.3% |
| All | -99.8% | -28.1% | -71.8% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling