-11.0%
FLUT vs BIIB
-26.8%
+15.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.8% |
| 7D | -3.6% | -4.0% | +0.5% | -3.4% |
| 30D | -0.3% | +5.7% | -6.0% | -0.6% |
| 3M | -12.6% | +10.9% | -23.5% | -13.0% |
| 6M | -8.0% | +14.3% | -22.3% | -8.6% |
| YTD | -54.1% | +22.4% | -76.5% | -54.6% |
| 1Y | -66.1% | +51.1% | -117.2% | -66.8% |
| 3Y | -45.0% | -16.8% | -28.2% | -45.1% |
| 5Y | -51.2% | -28.1% | -23.1% | -51.6% |
| All | -11.0% | -26.8% | +15.8% | -11.4% |
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