+11.6%
FE vs BIIB
+51.8%
-40.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.7% |
| 7D | +0.6% | -1.6% | +2.3% | +0.6% |
| 30D | -2.1% | +2.2% | -4.3% | -2.1% |
| 3M | +2.6% | +10.3% | -7.7% | +2.8% |
| 6M | -6.8% | +14.9% | -21.7% | -6.5% |
| YTD | +6.9% | +20.7% | -13.9% | +7.2% |
| 1Y | +11.6% | +50.3% | -38.8% | +11.7% |
| All | +11.6% | +51.8% | -40.2% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling