-49.4%
FIX vs BIIB
+31.3%
-80.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.8% | +3.6% | +6.0% |
| 7D | -17.5% | -2.1% | -15.4% | -18.0% |
| 30D | -41.6% | +11.8% | -53.4% | -39.1% |
| 3M | -40.6% | +20.4% | -61.0% | -36.7% |
| 6M | -49.4% | +30.2% | -79.6% | -46.1% |
| All | -49.4% | +31.3% | -80.7% | -46.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling