-72.3%
FLNC vs BIIB
-17.3%
-55.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.2% | -6.5% | -5.2% |
| 7D | -5.0% | -4.0% | -1.0% | -3.5% |
| 30D | -26.1% | +5.7% | -31.7% | -27.9% |
| 3M | -55.2% | +10.9% | -66.1% | -57.8% |
| 6M | -42.6% | +14.3% | -56.9% | -47.3% |
| YTD | -51.0% | +22.4% | -73.4% | -56.9% |
| 1Y | +43.3% | +51.1% | -7.7% | +12.1% |
| 3Y | -63.4% | -16.8% | -46.6% | -62.3% |
| All | -72.3% | -17.3% | -55.0% | -70.3% |
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