+74.4%
FDS vs BIIB
-28.4%
+102.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.3% |
| 7D | -8.8% | -5.4% | -3.4% | -8.0% |
| 30D | -1.4% | +1.7% | -3.1% | -1.6% |
| 3M | +13.9% | +5.8% | +8.0% | +12.9% |
| 6M | +27.4% | +11.9% | +15.4% | +24.9% |
| YTD | -2.5% | +19.7% | -22.2% | -5.6% |
| 1Y | -23.8% | +46.7% | -70.5% | -28.5% |
| 3Y | -32.5% | -18.6% | -13.9% | -31.7% |
| 5Y | -23.2% | -29.8% | +6.6% | -21.8% |
| All | +74.4% | -28.4% | +102.8% | +66.5% |
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