+8.1%
FPS vs BIIB
+19.5%
-11.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.6% |
| 7D | +3.1% | +1.1% | +2.1% | +3.0% |
| 30D | -18.6% | +6.9% | -25.4% | -19.2% |
| 3M | -51.5% | +12.4% | -63.9% | -52.4% |
| 6M | -8.5% | +16.3% | -24.8% | -12.2% |
| All | +8.1% | +19.5% | -11.3% | +0.5% |
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