+58,591.9%
FICO vs BIIB
+8,178.3%
+50,413.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.6% |
| 7D | -0.9% | -2.1% | +1.1% | -0.7% |
| 30D | +3.3% | +11.8% | -8.5% | +2.1% |
| 3M | -31.7% | +20.4% | -52.1% | -33.1% |
| 6M | -34.0% | +30.2% | -64.2% | -35.9% |
| YTD | -58.3% | +41.1% | -99.4% | -60.0% |
| 1Y | -57.9% | +58.4% | -116.4% | -60.1% |
| 3Y | -24.1% | -0.1% | -23.9% | -25.0% |
| 5Y | +85.3% | -10.9% | +96.2% | +83.5% |
| 10Y | +520.3% | -10.3% | +530.6% | +492.1% |
| All | +58,591.9% | +8,178.3% | +50,413.6% | +40,551.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling