+7,915.4%
BIIB vs TAP
+788.9%
+7,126.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | +2.7% | -6.3% | +9.0% | +4.0% |
| 30D | +9.4% | +2.7% | +6.7% | +8.7% |
| 3M | +19.9% | -3.7% | +23.6% | +20.6% |
| 6M | +25.6% | -2.0% | +27.7% | +25.8% |
| YTD | +42.3% | -12.3% | +54.7% | +45.2% |
| 1Y | +55.1% | -10.1% | +65.2% | +57.4% |
| 3Y | +11.4% | -25.3% | +36.7% | +16.6% |
| 5Y | -7.4% | -1.9% | -5.4% | -8.7% |
| 10Y | -21.5% | -47.8% | +26.3% | -16.3% |
| All | +7,915.4% | +788.9% | +7,126.4% | +4,956.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling