+602.8%
FICO vs BIIB
-31.7%
+634.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | +0.8% |
| 7D | -15.4% | -1.6% | -13.8% | -15.1% |
| 30D | -10.4% | +2.2% | -12.6% | -10.7% |
| 3M | -22.7% | +10.3% | -33.0% | -24.1% |
| 6M | -36.8% | +14.9% | -51.7% | -38.6% |
| YTD | -44.8% | +20.7% | -65.5% | -47.1% |
| 1Y | -39.3% | +50.3% | -89.7% | -44.3% |
| 3Y | +3.7% | -18.0% | +21.7% | +5.3% |
| 5Y | +101.7% | -33.9% | +135.6% | +109.4% |
| 10Y | +602.8% | -30.9% | +633.7% | +582.7% |
| All | +602.8% | -31.7% | +634.5% | +582.7% |
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 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