+2,112.4%
FTI vs BIIB
+206.2%
+1,906.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | -1.4% |
| 7D | -0.2% | -1.6% | +1.4% | +0.1% |
| 30D | +12.3% | +2.2% | +10.1% | +11.8% |
| 3M | +13.8% | +10.3% | +3.4% | +11.1% |
| 6M | +24.3% | +14.9% | +9.3% | +20.0% |
| YTD | +75.8% | +20.7% | +55.0% | +67.6% |
| 1Y | +99.6% | +50.3% | +49.3% | +82.1% |
| 3Y | +278.4% | -18.0% | +296.4% | +282.2% |
| 5Y | +1,168.7% | -33.9% | +1,202.6% | +1,207.3% |
| 10Y | +297.5% | -30.9% | +328.5% | +261.9% |
| All | +2,112.4% | +206.2% | +1,906.2% | +1,044.0% |
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