+109.8%
FE vs BIIB
-20.4%
+130.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.3% | -0.6% |
| 7D | 0.0% | -2.1% | +2.0% | +0.1% |
| 30D | +5.2% | +11.8% | -6.6% | +4.0% |
| 3M | 0.0% | +20.4% | -20.4% | -1.9% |
| 6M | +5.0% | +30.2% | -25.2% | +2.1% |
| YTD | +7.9% | +41.1% | -33.2% | +3.8% |
| 1Y | +6.3% | +58.4% | -52.1% | +1.1% |
| 3Y | +46.0% | -0.1% | +46.1% | +44.2% |
| 5Y | +45.6% | -10.9% | +56.5% | +44.0% |
| All | +109.8% | -20.4% | +130.2% | +109.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling