+538.9%
FICO vs BIIB
-21.7%
+560.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | +1.4% | +2.7% | -1.3% | +0.9% |
| 30D | -0.8% | +9.4% | -10.2% | -2.6% |
| 3M | -31.3% | +19.9% | -51.2% | -33.7% |
| 6M | -33.9% | +25.6% | -59.6% | -37.0% |
| YTD | -57.6% | +42.3% | -99.9% | -60.7% |
| 1Y | -59.7% | +55.1% | -114.8% | -63.2% |
| 3Y | -28.0% | +11.4% | -39.5% | -31.2% |
| 5Y | +91.0% | -7.4% | +98.3% | +85.9% |
| All | +538.9% | -21.7% | +560.6% | +491.1% |
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