+860.4%
FN vs BIIB
-28.8%
+889.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.8% | +3.4% |
| 7D | -1.7% | +1.1% | -2.7% | -1.9% |
| 30D | -22.0% | +6.9% | -28.9% | -22.9% |
| 3M | -43.0% | +12.4% | -55.4% | -44.5% |
| 6M | -27.7% | +16.3% | -44.0% | -30.2% |
| YTD | -10.5% | +25.5% | -36.0% | -14.7% |
| 1Y | +12.5% | +57.8% | -45.3% | +2.6% |
| 3Y | +153.8% | -17.3% | +171.1% | +156.5% |
| 5Y | +288.0% | -33.8% | +321.8% | +299.3% |
| All | +860.4% | -28.8% | +889.2% | +835.5% |
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 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