-30.1%
FDS vs BIIB
-19.0%
-11.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.8% | -0.5% | -3.5% |
| 7D | -5.4% | -1.6% | -3.7% | -5.0% |
| 30D | +1.6% | +2.2% | -0.6% | +1.2% |
| 3M | +17.7% | +10.3% | +7.4% | +15.6% |
| 6M | +29.1% | +14.9% | +14.1% | +25.4% |
| YTD | +1.0% | +20.7% | -19.8% | -3.1% |
| 1Y | -21.6% | +50.3% | -72.0% | -27.9% |
| 3Y | -30.1% | -18.0% | -12.2% | -30.7% |
| All | -30.1% | -19.0% | -11.1% | -30.7% |
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