+64.4%
FDX vs BIIB
-35.6%
+100.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.2% | -1.8% |
| 7D | -3.3% | -1.6% | -1.7% | -3.0% |
| 30D | -1.4% | +2.2% | -3.6% | -1.9% |
| 3M | -4.5% | +10.3% | -14.8% | -6.8% |
| 6M | +9.4% | +14.9% | -5.5% | +5.3% |
| YTD | +36.0% | +20.7% | +15.3% | +29.1% |
| 1Y | +75.5% | +50.3% | +25.2% | +58.0% |
| 3Y | +62.8% | -18.0% | +80.7% | +62.5% |
| 5Y | +64.4% | -33.9% | +98.3% | +78.0% |
| All | +64.4% | -35.6% | +100.0% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling