+5,390.4%
FDX vs BIIB
+8,341.7%
-2,951.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +0.5% | +1.7% | -1.3% | +0.3% |
| 30D | +9.5% | +12.2% | -2.7% | +8.1% |
| 3M | -1.3% | +22.3% | -23.6% | -3.6% |
| 6M | +5.5% | +30.9% | -25.4% | +2.1% |
| YTD | +38.9% | +43.9% | -5.0% | +32.6% |
| 1Y | +58.8% | +62.1% | -3.3% | +49.6% |
| 3Y | +71.1% | +12.7% | +58.5% | +66.9% |
| 5Y | +76.3% | -5.1% | +81.4% | +73.2% |
| 10Y | +153.4% | -21.9% | +175.4% | +143.5% |
| All | +5,390.4% | +8,341.7% | -2,951.3% | +3,074.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling