+173.5%
FN vs BIIB
-11.1%
+184.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.8% | +9.8% | +11.4% |
| 7D | 0.0% | -2.1% | +2.0% | +0.4% |
| 30D | -34.3% | +11.8% | -46.1% | -35.5% |
| 3M | -39.9% | +20.4% | -60.3% | -41.8% |
| 6M | -51.8% | +30.2% | -82.1% | -54.4% |
| YTD | -28.1% | +41.1% | -69.3% | -33.3% |
| 1Y | -29.1% | +58.4% | -87.5% | -35.7% |
| 3Y | +102.4% | -0.1% | +102.6% | +99.6% |
| All | +173.5% | -11.1% | +184.6% | +178.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling