-80.9%
FIG vs BIIB
+58.4%
-139.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.4% | -3.2% |
| 7D | -14.5% | -5.4% | -9.1% | -14.0% |
| 30D | -13.3% | +1.7% | -15.1% | -13.3% |
| 3M | +7.4% | +5.8% | +1.6% | +7.1% |
| 6M | -27.8% | +11.9% | -39.7% | -28.1% |
| YTD | -41.1% | +19.7% | -60.8% | -42.3% |
| 1Y | -58.7% | +46.7% | -105.5% | -59.8% |
| All | -80.9% | +58.4% | -139.4% | -80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling