-20.9%
FN vs BIIB
+56.5%
-77.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -3.0% | -4.1% |
| 7D | +20.8% | +2.7% | +18.1% | +20.9% |
| 30D | -17.3% | +9.4% | -26.7% | -16.9% |
| 3M | -38.1% | +19.9% | -58.1% | -38.1% |
| 6M | -44.2% | +25.6% | -69.9% | -44.9% |
| YTD | -22.3% | +42.3% | -64.6% | -26.3% |
| 1Y | -20.9% | +55.1% | -76.0% | -23.7% |
| All | -20.9% | +56.5% | -77.5% | -23.7% |
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 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