-3.2%
FSLY vs BIIB
-19.0%
+15.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +6.0% |
| 7D | +11.2% | -5.4% | +16.5% | +13.4% |
| 30D | -18.2% | +1.7% | -19.9% | -19.1% |
| 3M | +21.9% | +5.8% | +16.1% | +17.2% |
| 6M | +4.0% | +11.9% | -7.9% | -3.7% |
| YTD | +123.1% | +19.7% | +103.3% | +99.4% |
| 1Y | +196.9% | +46.7% | +150.1% | +140.5% |
| All | -3.2% | -19.0% | +15.7% | +4.7% |
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 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