-50.2%
FSLY vs BIIB
-34.6%
-15.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +6.0% |
| 7D | +11.2% | -5.4% | +16.5% | +13.7% |
| 30D | -18.2% | +1.7% | -19.9% | -19.2% |
| 3M | +21.9% | +5.8% | +16.1% | +16.9% |
| 6M | +4.0% | +11.9% | -7.9% | -3.8% |
| YTD | +123.1% | +19.7% | +103.3% | +98.9% |
| 1Y | +196.9% | +46.7% | +150.1% | +139.7% |
| 3Y | -1.3% | -18.6% | +17.4% | +3.5% |
| 5Y | -50.2% | -29.8% | -20.4% | -42.2% |
| All | -50.2% | -34.6% | -15.7% | -42.2% |
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