-28.3%
BIIB vs TCOM
-9.8%
-18.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -1.7% | -4.9% | +3.2% | -1.2% |
| 30D | +4.0% | -14.4% | +18.4% | +5.6% |
| 3M | +8.6% | -17.7% | +26.3% | +10.6% |
| 6M | +14.0% | -25.1% | +39.1% | +17.2% |
| YTD | +23.4% | -45.7% | +69.1% | +30.9% |
| 1Y | +45.9% | -47.9% | +93.8% | +55.3% |
| 3Y | -16.1% | +8.9% | -25.1% | -18.7% |
| 5Y | -27.6% | +26.9% | -54.4% | -33.1% |
| All | -28.3% | -9.8% | -18.5% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling