+52.6%
FSLR vs BIIB
-7.5%
+60.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | -14.8% | +2.0% | -16.8% | -15.2% |
| 30D | -4.3% | +8.8% | -13.1% | -6.2% |
| 3M | -23.4% | +20.3% | -43.7% | -26.5% |
| 6M | -26.9% | +23.9% | -50.8% | -30.8% |
| YTD | -34.4% | +44.0% | -78.4% | -40.7% |
| 1Y | -33.2% | +53.8% | -87.0% | -40.8% |
| 3Y | +28.1% | +13.8% | +14.2% | +20.9% |
| All | +52.6% | -7.5% | +60.1% | +57.7% |
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