-6.5%
FXI vs BIIB
-28.1%
+21.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -3.9% | -1.7% | -2.2% | -3.6% |
| 30D | -2.1% | +4.0% | -6.1% | -2.7% |
| 3M | -0.5% | +8.6% | -9.1% | -2.2% |
| 6M | -4.5% | +14.0% | -18.5% | -7.2% |
| YTD | -9.2% | +23.4% | -32.6% | -13.2% |
| 1Y | -13.8% | +45.9% | -59.7% | -20.2% |
| 3Y | +36.6% | -16.1% | +52.7% | +36.4% |
| All | -6.5% | -28.1% | +21.6% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling