+451.9%
FLR vs BIIB
+260.0%
+191.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.6% | +1.6% |
| 7D | +0.7% | -1.6% | +2.3% | +1.0% |
| 30D | -0.7% | +2.2% | -2.9% | -1.2% |
| 3M | +14.3% | +10.3% | +4.0% | +11.4% |
| 6M | +25.6% | +14.9% | +10.7% | +20.8% |
| YTD | +42.9% | +20.7% | +22.1% | +35.5% |
| 1Y | +38.7% | +50.3% | -11.6% | +24.9% |
| 3Y | +61.8% | -18.0% | +79.7% | +63.8% |
| 5Y | +254.1% | -33.9% | +288.0% | +267.2% |
| 10Y | +20.0% | -30.9% | +51.0% | +7.9% |
| All | +451.9% | +260.0% | +191.9% | +155.3% |
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