+21.8%
FDS vs BIIB
+56.8%
-35.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | +1.5% | +2.0% | -0.6% | +1.0% |
| 30D | +14.8% | +8.8% | +6.0% | +12.5% |
| 3M | +16.3% | +20.3% | -4.0% | +11.3% |
| 6M | +66.2% | +23.9% | +42.3% | +57.5% |
| YTD | +16.2% | +44.0% | -27.7% | +5.8% |
| 1Y | +21.8% | +53.8% | -32.0% | +9.4% |
| All | +21.8% | +56.8% | -35.0% | +9.4% |
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