-5.3%
FSLY vs BIIB
-6.1%
+0.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.6% |
| 7D | +7.5% | -4.0% | +11.6% | +8.7% |
| 30D | -21.1% | +5.7% | -26.8% | -22.5% |
| 3M | +21.8% | +10.9% | +10.9% | +17.3% |
| 6M | -0.1% | +14.3% | -14.5% | -5.1% |
| YTD | +123.1% | +22.4% | +100.7% | +107.7% |
| 1Y | +208.6% | +51.1% | +157.5% | +171.1% |
| 3Y | -1.3% | -16.8% | +15.6% | +0.1% |
| 5Y | -48.4% | -28.1% | -20.2% | -47.6% |
| All | -5.3% | -6.1% | +0.8% | +1.1% |
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