+126.6%
FHN vs BIIB
-26.8%
+153.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.5% |
| 7D | -0.8% | -4.0% | +3.2% | -0.3% |
| 30D | -2.6% | +5.7% | -8.3% | -3.3% |
| 3M | +0.8% | +10.9% | -10.1% | -0.7% |
| 6M | +9.2% | +14.3% | -5.1% | +6.9% |
| YTD | +5.1% | +22.4% | -17.3% | +1.8% |
| 1Y | +12.2% | +51.1% | -38.9% | +5.6% |
| 3Y | +132.4% | -16.8% | +149.2% | +133.3% |
| 5Y | +91.1% | -28.1% | +119.2% | +92.4% |
| All | +126.6% | -26.8% | +153.3% | +111.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling