+69.8%
FITB vs BIIB
-28.2%
+98.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.1% |
| 7D | -1.0% | -4.0% | +3.1% | 0.0% |
| 30D | -5.5% | +5.7% | -11.2% | -6.9% |
| 3M | +4.1% | +10.9% | -6.8% | +1.0% |
| 6M | +18.7% | +14.3% | +4.4% | +13.6% |
| YTD | +18.2% | +22.4% | -4.2% | +10.5% |
| 1Y | +23.7% | +51.1% | -27.4% | +8.7% |
| 3Y | +130.8% | -16.8% | +147.6% | +134.4% |
| 5Y | +69.8% | -28.1% | +97.9% | +79.6% |
| All | +69.8% | -28.2% | +98.0% | +79.6% |
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 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