-38.8%
FIS vs BIIB
+13.5%
-52.4%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +3.9% |
| 7D | +2.8% | +2.0% | +0.8% | +2.4% |
| 30D | -16.7% | +8.8% | -25.6% | -18.4% |
| 3M | -32.3% | +20.3% | -52.6% | -35.1% |
| 6M | -29.1% | +23.9% | -52.9% | -32.6% |
| YTD | -54.1% | +44.0% | -98.1% | -58.1% |
| 1Y | -53.7% | +53.8% | -107.5% | -58.4% |
| 3Y | -38.8% | +13.8% | -52.7% | -43.4% |
| All | -38.8% | +13.5% | -52.4% | -43.4% |
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 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