+5,150.0%
FFIV vs BIIB
+2,287.4%
+2,862.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | -1.0% | +1.1% | -2.0% | -1.3% |
| 30D | -5.1% | +6.9% | -11.9% | -6.8% |
| 3M | -4.5% | +12.4% | -16.9% | -8.2% |
| 6M | +36.5% | +16.3% | +20.2% | +29.6% |
| YTD | +53.0% | +25.5% | +27.5% | +41.5% |
| 1Y | +24.2% | +57.8% | -33.6% | +7.7% |
| 3Y | +137.2% | -17.3% | +154.6% | +140.0% |
| 5Y | +91.8% | -33.8% | +125.6% | +100.0% |
| 10Y | +215.2% | -29.6% | +244.8% | +172.0% |
| All | +5,150.0% | +2,287.4% | +2,862.7% | +353.9% |
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