+90.3%
FOXA vs BIIB
-32.1%
+122.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +0.1% |
| 7D | -0.6% | -1.6% | +1.0% | -0.4% |
| 30D | +2.3% | +2.2% | +0.1% | +2.1% |
| 3M | -2.8% | +10.3% | -13.2% | -4.0% |
| 6M | +9.6% | +14.9% | -5.3% | +7.7% |
| YTD | -9.9% | +20.7% | -30.6% | -12.1% |
| 1Y | +5.4% | +50.3% | -45.0% | 0.0% |
| 3Y | +115.3% | -18.0% | +133.2% | +116.1% |
| 5Y | +93.1% | -33.9% | +127.0% | +94.5% |
| All | +90.3% | -32.1% | +122.4% | +84.4% |
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 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