+580.8%
FE vs BIIB
+3,872.0%
-3,291.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.2% |
| 7D | -1.1% | +2.4% | -3.5% | -1.3% |
| 30D | +4.6% | +12.9% | -8.3% | +3.6% |
| 3M | -0.8% | +22.6% | -23.4% | -2.4% |
| 6M | +7.3% | +31.7% | -24.5% | +4.8% |
| YTD | +8.3% | +44.8% | -36.5% | +4.8% |
| 1Y | +5.7% | +63.9% | -58.2% | +1.2% |
| 3Y | +49.0% | +13.5% | +35.6% | +46.1% |
| 5Y | +49.2% | -5.6% | +54.8% | +47.1% |
| 10Y | +110.7% | -20.3% | +131.0% | +103.3% |
| All | +580.8% | +3,872.0% | -3,291.2% | +464.8% |
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