+67.5%
FERG vs BIIB
-28.2%
+95.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.5% |
| 7D | -1.0% | -4.0% | +3.0% | -0.2% |
| 30D | -11.8% | +5.7% | -17.5% | -12.9% |
| 3M | -1.2% | +10.9% | -12.1% | -3.9% |
| 6M | -2.3% | +14.3% | -16.6% | -5.9% |
| YTD | +0.8% | +22.4% | -21.6% | -4.8% |
| 1Y | +0.5% | +51.1% | -50.6% | -9.8% |
| 3Y | +51.4% | -16.8% | +68.2% | +51.9% |
| 5Y | +67.5% | -28.1% | +95.6% | +65.0% |
| All | +67.5% | -28.2% | +95.7% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling