-66.1%
FIS vs BIIB
-34.6%
-31.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.3% |
| 7D | -9.1% | -5.4% | -3.7% | -8.0% |
| 30D | -10.4% | +1.7% | -12.2% | -10.8% |
| 3M | -3.7% | +5.8% | -9.5% | -5.0% |
| 6M | -24.8% | +11.9% | -36.7% | -26.8% |
| YTD | -41.6% | +19.7% | -61.3% | -44.1% |
| 1Y | -42.7% | +46.7% | -89.5% | -47.7% |
| 3Y | -26.2% | -18.6% | -7.6% | -25.8% |
| 5Y | -66.1% | -29.8% | -36.3% | -64.0% |
| All | -66.1% | -34.6% | -31.6% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling