-95.9%
FCUV vs BIIB
-30.9%
-65.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.8% | -6.2% | -7.0% |
| 7D | -63.8% | -5.4% | -58.4% | -63.7% |
| 30D | -14.7% | +1.7% | -16.4% | -14.5% |
| 3M | +65.3% | +5.8% | +59.5% | +64.9% |
| 6M | -68.5% | +11.9% | -80.4% | -68.8% |
| YTD | -83.0% | +19.7% | -102.8% | -83.3% |
| 1Y | -94.4% | +46.7% | -141.2% | -94.6% |
| 3Y | -99.3% | -18.6% | -80.6% | -99.3% |
| 5Y | -99.9% | -29.8% | -70.1% | -99.9% |
| 10Y | -98.6% | -28.8% | -69.8% | -98.6% |
| All | -95.9% | -30.9% | -65.0% | -97.3% |
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