-39.3%
FICO vs BIIB
+51.8%
-91.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | +1.1% |
| 7D | -15.4% | -1.6% | -13.8% | -14.9% |
| 30D | -10.4% | +2.2% | -12.6% | -10.6% |
| 3M | -22.7% | +10.3% | -33.0% | -24.0% |
| 6M | -36.8% | +14.9% | -51.7% | -38.9% |
| YTD | -44.8% | +20.7% | -65.5% | -48.0% |
| 1Y | -39.3% | +50.3% | -89.7% | -48.0% |
| All | -39.3% | +51.8% | -91.1% | -48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling