-52.0%
FIG vs BIIB
+56.8%
-108.9%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.6% | +2.5% |
| 7D | +3.4% | +2.0% | +1.4% | +3.0% |
| 30D | -9.5% | +8.8% | -18.3% | -10.6% |
| 3M | -26.2% | +20.3% | -46.5% | -28.0% |
| 6M | +2.7% | +23.9% | -21.2% | -0.6% |
| YTD | -48.0% | +44.0% | -91.9% | -51.7% |
| 1Y | -52.0% | +53.8% | -105.9% | -56.4% |
| All | -52.0% | +56.8% | -108.9% | -56.4% |
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