-25.3%
FDS vs BIIB
+12.4%
-37.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -2.0% | +1.7% | -3.7% | -2.4% |
| 30D | +13.5% | +12.2% | +1.3% | +10.8% |
| 3M | +15.2% | +22.3% | -7.1% | +10.4% |
| 6M | +47.0% | +30.9% | +16.1% | +39.0% |
| YTD | +13.9% | +43.9% | -30.0% | +5.3% |
| 1Y | +25.2% | +62.1% | -36.9% | +13.2% |
| 3Y | -25.3% | +12.7% | -38.0% | -33.3% |
| All | -25.3% | +12.4% | -37.7% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling