+2,625.3%
FN vs BIIB
+392.8%
+2,232.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.1% | -10.1% | -13.5% |
| 7D | -16.0% | -2.3% | -13.7% | -15.6% |
| 30D | -40.1% | +9.4% | -49.5% | -41.2% |
| 3M | -43.9% | +18.1% | -62.0% | -45.9% |
| 6M | -55.6% | +29.0% | -84.6% | -58.2% |
| YTD | -35.7% | +38.6% | -74.3% | -40.4% |
| 1Y | -39.8% | +59.0% | -98.8% | -45.8% |
| 3Y | +80.3% | -2.2% | +82.5% | +75.9% |
| 5Y | +143.3% | -12.5% | +155.8% | +138.2% |
| 10Y | +682.3% | -11.9% | +694.2% | +585.7% |
| All | +2,625.3% | +392.8% | +2,232.5% | +1,143.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling