+84.4%
FICO vs BIIB
-7.5%
+91.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | +2.2% | +2.0% | +0.2% | +1.8% |
| 30D | +0.1% | +8.8% | -8.8% | -1.8% |
| 3M | -35.2% | +20.3% | -55.5% | -37.7% |
| 6M | -32.4% | +23.9% | -56.2% | -35.5% |
| YTD | -57.4% | +44.0% | -101.4% | -60.8% |
| 1Y | -58.5% | +53.8% | -112.4% | -62.4% |
| 3Y | -28.9% | +13.8% | -42.7% | -32.7% |
| All | +84.4% | -7.5% | +91.8% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling