-29.7%
BIIB vs TAP
-2.5%
-27.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -5.4% | -5.1% | -0.3% | -3.8% |
| 30D | +1.7% | -8.4% | +10.2% | +4.5% |
| 3M | +5.8% | -3.9% | +9.8% | +7.0% |
| 6M | +11.9% | -14.4% | +26.3% | +16.7% |
| YTD | +19.7% | -14.7% | +34.5% | +24.7% |
| 1Y | +46.7% | -18.7% | +65.4% | +54.9% |
| 3Y | -18.6% | -32.6% | +14.0% | -9.9% |
| All | -29.7% | -2.5% | -27.2% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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