+105.4%
FSLR vs BIIB
-34.6%
+139.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -3.9% | -4.6% |
| 7D | +0.2% | -5.4% | +5.6% | +1.4% |
| 30D | -15.1% | +1.7% | -16.9% | -15.5% |
| 3M | -22.5% | +5.8% | -28.4% | -24.0% |
| 6M | +4.0% | +11.9% | -8.0% | +0.2% |
| YTD | -22.3% | +19.7% | -42.0% | -26.8% |
| 1Y | 0.0% | +46.7% | -46.7% | -11.5% |
| 3Y | +10.9% | -18.6% | +29.5% | +14.0% |
| 5Y | +105.4% | -29.8% | +135.2% | +119.7% |
| All | +105.4% | -34.6% | +139.9% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling