-70.8%
FIS vs BIIB
-7.5%
-63.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.3% |
| 3M | -32.3% | +20.3% | -52.6% | -35.0% |
| 6M | -29.1% | +23.9% | -52.9% | -32.4% |
| YTD | -54.1% | +44.0% | -98.1% | -57.9% |
| 1Y | -53.7% | +53.8% | -107.5% | -58.1% |
| 3Y | -38.8% | +13.8% | -52.7% | -42.6% |
| All | -70.8% | -7.5% | -63.3% | -70.3% |
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