+4,202.7%
FFIV vs BIIB
+2,639.5%
+1,563.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -2.9% | -0.4% | -2.5% | -2.8% |
| 30D | -32.4% | +10.5% | -42.9% | -34.1% |
| 3M | -22.7% | +24.3% | -47.0% | -27.1% |
| 6M | -10.7% | +28.0% | -38.7% | -17.2% |
| YTD | +25.4% | +44.0% | -18.6% | +11.9% |
| 1Y | +34.2% | +58.8% | -24.6% | +16.5% |
| 3Y | +101.2% | +12.7% | +88.5% | +87.7% |
| 5Y | +42.0% | -4.9% | +46.9% | +34.6% |
| 10Y | +126.7% | -20.6% | +147.3% | +90.5% |
| All | +4,202.7% | +2,639.5% | +1,563.2% | +258.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling