+5,421.0%
FDX vs BIIB
+7,261.0%
-1,840.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.4% |
| 7D | -2.5% | +1.1% | -3.6% | -2.7% |
| 30D | +3.8% | +6.9% | -3.1% | +3.0% |
| 3M | -1.3% | +12.4% | -13.7% | -2.8% |
| 6M | +5.0% | +16.3% | -11.2% | +2.9% |
| YTD | +39.6% | +25.5% | +14.2% | +35.4% |
| 1Y | +81.1% | +57.8% | +23.3% | +71.0% |
| 3Y | +63.0% | -17.3% | +80.4% | +64.5% |
| 5Y | +65.6% | -33.8% | +99.4% | +69.2% |
| 10Y | +183.4% | -29.6% | +212.9% | +175.5% |
| All | +5,421.0% | +7,261.0% | -1,840.0% | +3,142.5% |
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