+2,054.3%
FLUT vs BIIB
+460.1%
+1,594.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -2.1% |
| 7D | -1.6% | +1.1% | -2.7% | -1.7% |
| 30D | +7.7% | +6.9% | +0.9% | +7.6% |
| 3M | -0.7% | +12.4% | -13.1% | -0.9% |
| 6M | -11.2% | +16.3% | -27.4% | -11.4% |
| YTD | -53.4% | +25.5% | -78.9% | -53.7% |
| 1Y | -65.8% | +57.8% | -123.6% | -66.1% |
| 3Y | -44.9% | -17.3% | -27.6% | -45.0% |
| 5Y | -49.7% | -33.8% | -15.9% | -49.9% |
| 10Y | -9.7% | -29.6% | +19.9% | -9.9% |
| All | +2,054.3% | +460.1% | +1,594.2% | +2,190.5% |
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