+14.4%
FIX vs BIIB
+68.6%
-54.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +2.2% | -17.3% | -14.6% |
| 7D | -18.9% | +4.3% | -23.2% | -18.2% |
| 30D | -36.3% | +13.8% | -50.1% | -34.9% |
| 3M | -38.5% | +22.1% | -60.6% | -36.7% |
| 6M | -42.3% | +35.9% | -78.2% | -40.6% |
| YTD | +17.1% | +44.6% | -27.5% | +20.3% |
| 1Y | +14.4% | +70.4% | -56.0% | +16.4% |
| All | +14.4% | +68.6% | -54.2% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling