-25.7%
FN vs BIIB
+68.6%
-94.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.2% | -8.2% | -5.7% |
| 7D | -7.0% | +4.3% | -11.3% | -6.6% |
| 30D | -24.7% | +13.8% | -38.5% | -24.3% |
| 3M | -35.7% | +22.1% | -57.7% | -35.6% |
| 6M | -52.4% | +35.9% | -88.3% | -53.7% |
| YTD | -25.0% | +44.6% | -69.5% | -28.5% |
| 1Y | -25.7% | +70.4% | -96.1% | -29.5% |
| All | -25.7% | +68.6% | -94.3% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling