+3,644.4%
FIX vs BIIB
-21.3%
+3,665.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.6% |
| 7D | -13.9% | +1.7% | -15.7% | -14.1% |
| 30D | -35.5% | +12.2% | -47.7% | -36.7% |
| 3M | -33.9% | +22.3% | -56.2% | -36.0% |
| 6M | -43.3% | +30.9% | -74.2% | -45.9% |
| YTD | +18.7% | +43.9% | -25.2% | +11.1% |
| 1Y | +13.8% | +62.1% | -48.3% | +4.5% |
| 3Y | +495.0% | +12.7% | +482.3% | +471.5% |
| 5Y | +1,049.0% | -5.1% | +1,054.2% | +1,017.2% |
| 10Y | +3,644.4% | -21.9% | +3,666.4% | +3,326.3% |
| All | +3,644.4% | -21.3% | +3,665.8% | +3,326.3% |
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