+206.5%
FITB vs BIIB
-20.7%
+227.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.9% |
| 7D | +2.8% | +2.0% | +0.7% | +2.4% |
| 30D | +9.8% | +8.8% | +1.0% | +8.3% |
| 3M | -5.2% | +20.3% | -25.4% | -8.1% |
| 6M | +17.3% | +23.9% | -6.6% | +12.8% |
| YTD | +19.3% | +44.0% | -24.7% | +11.4% |
| 1Y | +32.7% | +53.8% | -21.1% | +22.5% |
| 3Y | +141.6% | +13.8% | +127.7% | +131.6% |
| 5Y | +48.9% | -6.3% | +55.2% | +44.9% |
| All | +206.5% | -20.7% | +227.2% | +177.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling