-10.4%
FSLY vs BIIB
-7.4%
-3.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.8% | +8.1% | +5.4% |
| 7D | +3.5% | -1.6% | +5.1% | +3.8% |
| 30D | -6.4% | +2.2% | -8.6% | -7.2% |
| 3M | +10.9% | +10.3% | +0.6% | +6.9% |
| 6M | +6.7% | +14.9% | -8.2% | +1.3% |
| YTD | +111.1% | +20.7% | +90.4% | +97.3% |
| 1Y | +185.8% | +50.3% | +135.4% | +151.5% |
| 3Y | -6.6% | -18.0% | +11.4% | -4.9% |
| 5Y | -52.4% | -33.9% | -18.5% | -51.0% |
| All | -10.4% | -7.4% | -3.0% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling