+76.9%
FICO vs BIIB
-11.1%
+88.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.8% |
| 7D | -0.9% | -2.1% | +1.1% | -0.6% |
| 30D | +3.3% | +11.8% | -8.5% | +0.8% |
| 3M | -31.7% | +20.4% | -52.1% | -34.4% |
| 6M | -34.0% | +30.2% | -64.2% | -37.7% |
| YTD | -58.3% | +41.1% | -99.4% | -61.5% |
| 1Y | -57.9% | +58.4% | -116.4% | -62.2% |
| 3Y | -24.1% | -0.1% | -23.9% | -26.0% |
| All | +76.9% | -11.1% | +88.1% | +80.1% |
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 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