+1,081.2%
FHN vs BIIB
+7,261.0%
-6,179.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.1% |
| 7D | +1.2% | +1.1% | +0.1% | +1.1% |
| 30D | -4.7% | +6.9% | -11.6% | -5.4% |
| 3M | +3.5% | +12.4% | -8.9% | +2.1% |
| 6M | +7.8% | +16.3% | -8.4% | +5.7% |
| YTD | +5.9% | +25.5% | -19.6% | +2.8% |
| 1Y | +12.5% | +57.8% | -45.3% | +6.4% |
| 3Y | +117.2% | -17.3% | +134.6% | +118.9% |
| 5Y | +86.5% | -33.8% | +120.3% | +89.8% |
| 10Y | +125.7% | -29.6% | +155.3% | +117.5% |
| All | +1,081.2% | +7,261.0% | -6,179.8% | +679.6% |
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