-93.2%
FRMI vs BIIB
+68.6%
-161.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +2.2% | -12.8% | -9.2% |
| 7D | -39.7% | +4.3% | -44.0% | -38.0% |
| 30D | -55.2% | +13.8% | -69.0% | -51.2% |
| 3M | -71.2% | +22.1% | -93.2% | -67.2% |
| 6M | -64.1% | +35.9% | -100.0% | -56.0% |
| YTD | -77.2% | +44.6% | -121.8% | -71.1% |
| 1Y | -93.2% | +70.4% | -163.6% | -89.5% |
| All | -93.2% | +68.6% | -161.8% | -89.5% |
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