+129.0%
FITB vs BIIB
-19.0%
+147.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -0.4% | -5.4% | +5.0% | +0.9% |
| 30D | -5.1% | +1.7% | -6.9% | -5.6% |
| 3M | +3.5% | +5.8% | -2.3% | +1.6% |
| 6M | +17.2% | +11.9% | +5.3% | +12.6% |
| YTD | +17.6% | +19.7% | -2.1% | +10.0% |
| 1Y | +23.4% | +46.7% | -23.4% | +7.4% |
| All | +129.0% | -19.0% | +147.9% | +141.6% |
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