-30.7%
FSLY vs BIIB
+10.4%
-41.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.6% |
| 7D | +4.9% | +2.0% | +2.8% | +4.2% |
| 30D | -33.5% | +8.8% | -42.4% | -34.9% |
| 3M | -44.6% | +20.3% | -64.9% | -47.4% |
| 6M | -9.2% | +23.9% | -33.1% | -15.2% |
| YTD | +63.3% | +44.0% | +19.3% | +45.7% |
| 1Y | +45.3% | +53.8% | -8.5% | +27.3% |
| 3Y | +3.7% | +13.8% | -10.1% | -3.0% |
| 5Y | -67.2% | -6.3% | -60.9% | -68.6% |
| All | -30.7% | +10.4% | -41.1% | -29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling