+693.0%
FN vs BIIB
-20.7%
+713.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.2% | -8.5% | -7.5% |
| 7D | +0.3% | +2.0% | -1.8% | 0.0% |
| 30D | -16.5% | +8.8% | -25.4% | -17.7% |
| 3M | -42.1% | +20.3% | -62.4% | -44.0% |
| 6M | -52.9% | +23.9% | -76.8% | -54.9% |
| YTD | -28.0% | +44.0% | -71.9% | -32.9% |
| 1Y | -18.5% | +53.8% | -72.3% | -25.0% |
| 3Y | +93.9% | +13.8% | +80.0% | +85.2% |
| 5Y | +170.5% | -6.3% | +176.8% | +162.8% |
| All | +693.0% | -20.7% | +713.7% | +597.3% |
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 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