+376.5%
FIS vs BIIB
+215.5%
+161.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | +1.1% | +1.1% | 0.0% | +0.9% |
| 30D | -2.2% | +6.9% | -9.1% | -3.4% |
| 3M | +2.1% | +12.4% | -10.3% | 0.0% |
| 6M | -14.7% | +16.3% | -30.9% | -17.2% |
| YTD | -35.7% | +25.5% | -61.2% | -38.5% |
| 1Y | -37.1% | +57.8% | -94.9% | -42.2% |
| 3Y | -20.0% | -17.3% | -2.7% | -19.0% |
| 5Y | -62.1% | -33.8% | -28.3% | -60.9% |
| 10Y | -37.4% | -29.6% | -7.8% | -41.4% |
| All | +376.5% | +215.5% | +161.0% | +171.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling