+93.1%
FOXA vs BIIB
-28.1%
+121.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +0.8% | -1.7% | +2.5% | +1.1% |
| 30D | +5.0% | +4.0% | +1.1% | +4.3% |
| 3M | -3.0% | +8.6% | -11.6% | -4.6% |
| 6M | +14.8% | +14.0% | +0.8% | +11.8% |
| YTD | -8.9% | +23.4% | -32.3% | -12.9% |
| 1Y | +13.3% | +45.9% | -32.6% | +4.7% |
| 3Y | +115.4% | -16.1% | +131.5% | +116.7% |
| All | +93.1% | -28.1% | +121.2% | +103.0% |
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 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