-82.4%
FRMI vs BIIB
+50.9%
-133.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -3.8% | +15.3% | +9.2% |
| 7D | +23.3% | -1.6% | +25.0% | +22.3% |
| 30D | -7.6% | +2.2% | -9.8% | -6.0% |
| 3M | +0.2% | +10.3% | -10.1% | +8.9% |
| 6M | -28.7% | +14.9% | -43.7% | -19.4% |
| YTD | -28.6% | +20.7% | -49.4% | -16.8% |
| All | -82.4% | +50.9% | -133.3% | -74.9% |
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