+52.0%
FLR vs BIIB
-17.2%
+69.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.6% | -2.5% |
| 7D | -6.9% | -4.0% | -2.8% | -6.6% |
| 30D | +1.1% | +5.7% | -4.5% | +0.7% |
| 3M | +14.3% | +10.9% | +3.4% | +13.0% |
| 6M | +19.1% | +14.3% | +4.8% | +17.1% |
| YTD | +35.1% | +22.4% | +12.7% | +31.5% |
| 1Y | +29.5% | +51.1% | -21.6% | +22.1% |
| All | +52.0% | -17.2% | +69.2% | +66.9% |
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 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