+2,105.4%
FIX vs BIIB
-33.3%
+2,138.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.1% |
| 7D | +6.0% | +1.1% | +5.0% | +5.9% |
| 30D | -7.2% | +6.9% | -14.1% | -8.1% |
| 3M | -15.9% | +12.4% | -28.3% | -17.6% |
| 6M | +12.7% | +16.3% | -3.5% | +9.5% |
| YTD | +72.8% | +25.5% | +47.3% | +65.3% |
| 1Y | +122.9% | +57.8% | +65.1% | +104.2% |
| 3Y | +774.3% | -17.3% | +791.7% | +798.0% |
| All | +2,105.4% | -33.3% | +2,138.8% | +2,382.8% |
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 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