+12,471.5%
FIX vs BIIB
+5,308.1%
+7,163.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.2% |
| 3M | -15.9% | +12.4% | -28.3% | -17.7% |
| 6M | +12.7% | +16.3% | -3.5% | +9.5% |
| YTD | +72.8% | +25.5% | +47.3% | +65.6% |
| 1Y | +122.9% | +57.8% | +65.1% | +105.9% |
| 3Y | +774.3% | -17.3% | +791.7% | +779.1% |
| 5Y | +2,049.5% | -33.8% | +2,083.3% | +2,101.7% |
| 10Y | +5,821.5% | -29.6% | +5,851.0% | +5,530.0% |
| All | +12,471.5% | +5,308.1% | +7,163.4% | +6,325.1% |
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 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