+614.8%
FLEX vs BIIB
-20.7%
+635.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -4.2% |
| 7D | +7.5% | +2.0% | +5.4% | +7.1% |
| 30D | -25.3% | +8.8% | -34.1% | -26.5% |
| 3M | -39.7% | +20.3% | -60.0% | -41.8% |
| 6M | -47.9% | +23.9% | -71.8% | -50.3% |
| YTD | +24.1% | +44.0% | -19.9% | +14.5% |
| 1Y | +26.0% | +53.8% | -27.9% | +14.8% |
| 3Y | +282.7% | +13.8% | +268.8% | +263.6% |
| 5Y | +424.2% | -6.3% | +430.5% | +407.6% |
| All | +614.8% | -20.7% | +635.5% | +549.9% |
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 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