+39.8%
FTV vs BIIB
+13.5%
+26.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | +3.9% | +2.0% | +1.9% | +3.4% |
| 30D | +18.7% | +8.8% | +9.8% | +16.4% |
| 3M | +10.0% | +20.3% | -10.3% | +5.4% |
| 6M | +14.6% | +23.9% | -9.3% | +8.5% |
| YTD | +23.4% | +44.0% | -20.6% | +11.7% |
| 1Y | +31.3% | +53.8% | -22.5% | +16.7% |
| 3Y | +39.8% | +13.8% | +26.0% | +20.4% |
| All | +39.8% | +13.5% | +26.3% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling