-2.3%
FERG vs BIIB
+55.8%
-58.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +4.0% | +2.5% |
| 7D | 0.0% | +1.1% | -1.1% | -0.2% |
| 30D | -10.2% | +6.9% | -17.1% | -10.9% |
| 3M | -0.6% | +12.4% | -13.0% | -2.2% |
| 6M | -6.5% | +16.3% | -22.8% | -8.6% |
| YTD | +4.2% | +25.5% | -21.3% | -0.2% |
| 1Y | -2.3% | +57.8% | -60.1% | -9.7% |
| All | -2.3% | +55.8% | -58.0% | -9.7% |
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