+304.4%
FLEX vs BIIB
+9.9%
+294.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.6% | +9.4% | +11.9% |
| 7D | -7.2% | +2.4% | -9.5% | -7.2% |
| 30D | -34.8% | +12.9% | -47.7% | -35.3% |
| 3M | -35.6% | +22.6% | -58.2% | -36.6% |
| 6M | -45.0% | +31.7% | -76.8% | -46.6% |
| YTD | +29.4% | +44.8% | -15.4% | +23.5% |
| 1Y | +24.8% | +63.9% | -39.1% | +17.0% |
| 3Y | +304.4% | +13.5% | +291.0% | +279.0% |
| All | +304.4% | +9.9% | +294.5% | +279.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling