-49.5%
FND vs BIIB
-19.0%
-30.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -0.8% | -5.4% | +4.6% | +1.4% |
| 30D | -19.6% | +1.7% | -21.3% | -20.1% |
| 3M | -4.3% | +5.8% | -10.2% | -7.0% |
| 6M | -20.4% | +11.9% | -32.4% | -25.0% |
| YTD | -21.9% | +19.7% | -41.6% | -29.1% |
| 1Y | -45.2% | +46.7% | -91.9% | -55.2% |
| All | -49.5% | -19.0% | -30.5% | -48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling