-26.0%
FDS vs BIIB
+50.7%
-76.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.2% | -8.0% | -6.3% |
| 7D | -16.0% | -4.0% | -11.9% | -15.1% |
| 30D | -6.7% | +5.7% | -12.4% | -7.9% |
| 3M | +6.0% | +10.9% | -5.0% | +3.8% |
| 6M | +25.1% | +14.3% | +10.8% | +21.5% |
| YTD | -8.1% | +22.4% | -30.5% | -13.0% |
| 1Y | -26.0% | +51.1% | -77.1% | -34.2% |
| All | -26.0% | +50.7% | -76.7% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling