+2,072.5%
FTNT vs BIIB
-26.2%
+2,098.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -1.9% |
| 7D | -0.1% | -1.7% | +1.5% | +0.1% |
| 30D | -3.0% | +4.0% | -6.9% | -3.7% |
| 3M | +7.6% | +8.6% | -1.0% | +5.5% |
| 6M | +87.0% | +14.0% | +73.0% | +81.3% |
| YTD | +96.5% | +23.4% | +73.1% | +87.4% |
| 1Y | +92.9% | +45.9% | +47.0% | +78.0% |
| 3Y | +139.8% | -16.1% | +156.0% | +141.6% |
| 5Y | +151.3% | -27.6% | +178.9% | +154.4% |
| All | +2,072.5% | -26.2% | +2,098.6% | +1,986.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling