+31.8%
FFIV vs BIIB
+63.0%
-31.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -4.2% | +1.7% | -5.9% | -4.2% |
| 30D | -33.9% | +12.2% | -46.1% | -33.4% |
| 3M | -22.6% | +22.3% | -44.9% | -21.6% |
| 6M | -10.4% | +30.9% | -41.3% | -9.6% |
| YTD | +24.3% | +43.9% | -19.6% | +24.3% |
| 1Y | +31.8% | +62.1% | -30.3% | +30.4% |
| All | +31.8% | +63.0% | -31.2% | +30.4% |
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