+7,843.3%
FIX vs BIIB
+5,982.0%
+1,861.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.8% | +3.6% | +5.2% |
| 7D | -17.5% | -2.1% | -15.4% | -17.2% |
| 30D | -41.6% | +11.8% | -53.4% | -42.6% |
| 3M | -40.6% | +20.4% | -61.0% | -42.4% |
| 6M | -49.4% | +30.2% | -79.6% | -51.7% |
| YTD | +9.2% | +41.1% | -31.9% | +2.6% |
| 1Y | +6.5% | +58.4% | -52.0% | -1.8% |
| 3Y | +448.7% | -0.1% | +448.8% | +435.5% |
| 5Y | +948.7% | -10.9% | +959.6% | +926.2% |
| 10Y | +3,659.7% | -10.3% | +3,670.1% | +3,345.3% |
| All | +7,843.3% | +5,982.0% | +1,861.3% | +3,880.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling