+51.8%
FTNT vs BIIB
+68.6%
-16.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +1.1% |
| 7D | -25.7% | +4.3% | -29.9% | -25.5% |
| 30D | -29.7% | +13.8% | -43.5% | -29.4% |
| 3M | -23.1% | +22.1% | -45.2% | -22.6% |
| 6M | +45.0% | +35.9% | +9.1% | +44.5% |
| YTD | +62.9% | +44.6% | +18.4% | +60.1% |
| 1Y | +51.8% | +70.4% | -18.6% | +51.1% |
| All | +51.8% | +68.6% | -16.8% | +51.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling