-44.3%
FLUT vs BIIB
-19.0%
-25.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.3% |
| 7D | -2.6% | -5.4% | +2.8% | -2.1% |
| 30D | +5.4% | +1.7% | +3.6% | +5.2% |
| 3M | -10.8% | +5.8% | -16.6% | -11.3% |
| 6M | -9.2% | +11.9% | -21.2% | -10.4% |
| YTD | -53.8% | +19.7% | -73.5% | -54.9% |
| 1Y | -66.0% | +46.7% | -112.7% | -67.7% |
| All | -44.3% | -19.0% | -25.3% | -40.7% |
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