+16.4%
FSLR vs BIIB
-19.0%
+35.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.8% | +8.1% | +4.9% |
| 7D | +6.8% | -1.6% | +8.5% | +7.0% |
| 30D | -14.7% | +2.2% | -16.9% | -15.0% |
| 3M | -22.6% | +10.3% | -32.9% | -24.2% |
| 6M | +12.7% | +14.9% | -2.2% | +9.2% |
| YTD | -18.4% | +20.7% | -39.1% | -22.4% |
| 1Y | +4.9% | +50.3% | -45.4% | -6.9% |
| 3Y | +16.4% | -18.0% | +34.3% | +25.2% |
| All | +16.4% | -19.0% | +35.4% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling