-17.9%
FN vs BIIB
+61.6%
-79.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.8% | +5.9% |
| 7D | +8.0% | -0.4% | +8.4% | +7.8% |
| 30D | -19.1% | +10.5% | -29.6% | -18.8% |
| 3M | -29.8% | +24.3% | -54.1% | -29.9% |
| 6M | -43.2% | +28.0% | -71.2% | -44.0% |
| YTD | -18.9% | +44.0% | -62.9% | -23.1% |
| 1Y | -17.9% | +58.8% | -76.7% | -20.8% |
| All | -17.9% | +61.6% | -79.5% | -20.8% |
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