+40.9%
FFIV vs BIIB
-6.3%
+47.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.8% |
| 7D | -2.1% | +2.4% | -4.4% | -2.5% |
| 30D | -33.8% | +12.9% | -46.7% | -35.0% |
| 3M | -20.6% | +22.6% | -43.2% | -23.2% |
| 6M | -10.2% | +31.7% | -42.0% | -14.9% |
| YTD | +24.5% | +44.8% | -20.3% | +15.3% |
| 1Y | +29.3% | +63.9% | -34.6% | +16.5% |
| 3Y | +103.8% | +13.5% | +90.3% | +95.0% |
| 5Y | +40.9% | -5.6% | +46.5% | +37.7% |
| All | +40.9% | -6.3% | +47.2% | +37.7% |
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 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