+8.6%
FOXA vs BIIB
+55.8%
-47.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.7% | -3.2% |
| 7D | -4.0% | +1.1% | -5.0% | -4.0% |
| 30D | +12.0% | +6.9% | +5.1% | +11.3% |
| 3M | +0.3% | +12.4% | -12.2% | -0.5% |
| 6M | +12.5% | +16.3% | -3.8% | +11.7% |
| YTD | -9.6% | +25.5% | -35.1% | -10.3% |
| 1Y | +8.6% | +57.8% | -49.2% | +7.4% |
| All | +8.6% | +55.8% | -47.2% | +7.4% |
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