+351.3%
FERG vs BIIB
-26.2%
+377.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -2.6% | -1.7% | -0.9% | -2.4% |
| 30D | -8.9% | +4.0% | -12.9% | -9.2% |
| 3M | -2.0% | +8.6% | -10.6% | -2.8% |
| 6M | -3.2% | +14.0% | -17.2% | -4.5% |
| YTD | +1.5% | +23.4% | -21.9% | -0.6% |
| 1Y | +0.5% | +45.9% | -45.4% | -3.0% |
| 3Y | +50.4% | -16.1% | +66.5% | +49.6% |
| 5Y | +68.7% | -27.6% | +96.3% | +66.6% |
| All | +351.3% | -26.2% | +377.5% | +349.0% |
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