-21.7%
FN vs BIIB
+64.0%
-85.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.6% | +9.2% | +11.9% |
| 7D | +16.3% | +2.4% | +13.9% | +16.4% |
| 30D | -24.7% | +12.9% | -37.7% | -24.4% |
| 3M | -34.9% | +22.6% | -57.5% | -34.8% |
| 6M | -41.1% | +31.7% | -72.8% | -42.1% |
| YTD | -19.6% | +44.8% | -64.4% | -23.2% |
| All | -21.7% | +64.0% | -85.7% | -22.5% |
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