-4.4%
FTV vs BIIB
-19.0%
+14.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -1.3% | -5.4% | +4.1% | -0.1% |
| 30D | -9.5% | +1.7% | -11.2% | -10.0% |
| 3M | -10.9% | +5.8% | -16.7% | -12.5% |
| 6M | -0.6% | +11.9% | -12.6% | -4.0% |
| YTD | +1.4% | +19.7% | -18.3% | -4.3% |
| 1Y | +17.6% | +46.7% | -29.1% | +4.9% |
| All | -4.4% | -19.0% | +14.6% | -5.6% |
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