+221.8%
FXI vs BIIB
+276.8%
-55.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.2% | +1.9% |
| 7D | +1.0% | +1.1% | 0.0% | +0.8% |
| 30D | -0.6% | +6.9% | -7.4% | -2.1% |
| 3M | +1.9% | +12.4% | -10.5% | -1.3% |
| 6M | -0.2% | +16.3% | -16.4% | -4.4% |
| YTD | -5.6% | +25.5% | -31.1% | -11.4% |
| 1Y | -4.7% | +57.8% | -62.5% | -15.4% |
| 3Y | +38.0% | -17.3% | +55.4% | +40.2% |
| 5Y | -2.7% | -33.8% | +31.1% | +1.2% |
| 10Y | +19.9% | -29.6% | +49.5% | +6.2% |
| All | +221.8% | +276.8% | -55.0% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling