+76.5%
FTV vs BIIB
-26.2%
+102.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -4.0% | -1.7% | -2.3% | -3.7% |
| 30D | -11.0% | +4.0% | -15.0% | -11.5% |
| 3M | -8.4% | +8.6% | -17.0% | -9.6% |
| 6M | -2.6% | +14.0% | -16.6% | -4.7% |
| YTD | -0.6% | +23.4% | -24.0% | -4.0% |
| 1Y | +11.0% | +45.9% | -34.9% | +4.7% |
| 3Y | -6.3% | -16.1% | +9.8% | -6.3% |
| 5Y | -1.5% | -27.6% | +26.0% | -1.4% |
| All | +76.5% | -26.2% | +102.7% | +69.1% |
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 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