-28.3%
FSLY vs BIIB
+9.1%
-37.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.1% |
| 7D | +11.8% | +2.7% | +9.1% | +10.9% |
| 30D | -36.5% | +9.4% | -46.0% | -38.0% |
| 3M | -39.7% | +19.9% | -59.7% | -42.7% |
| 6M | -9.7% | +25.6% | -35.3% | -16.0% |
| YTD | +68.9% | +42.3% | +26.5% | +51.2% |
| 1Y | +44.5% | +55.1% | -10.7% | +26.2% |
| 3Y | +4.8% | +11.4% | -6.6% | -1.4% |
| 5Y | -66.0% | -7.4% | -58.7% | -67.4% |
| All | -28.3% | +9.1% | -37.5% | -26.4% |
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