+77,561.1%
FICO vs BIIB
+7,261.0%
+70,300.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.6% | -15.0% | -16.5% |
| 7D | -19.2% | +1.1% | -20.3% | -19.3% |
| 30D | -14.6% | +6.9% | -21.5% | -15.2% |
| 3M | -20.1% | +12.4% | -32.5% | -21.1% |
| 6M | -36.3% | +16.3% | -52.6% | -37.4% |
| YTD | -44.9% | +25.5% | -70.3% | -46.3% |
| 1Y | -38.6% | +57.8% | -96.4% | -41.7% |
| 3Y | +4.0% | -17.3% | +21.3% | +4.9% |
| 5Y | +99.5% | -33.8% | +133.3% | +103.8% |
| 10Y | +604.7% | -29.6% | +634.3% | +589.3% |
| All | +77,561.1% | +7,261.0% | +70,300.1% | +54,417.5% |
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