-28.1%
BIIB vs TCOM
+21.5%
-49.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.3% |
| 7D | -4.0% | -6.5% | +2.5% | -3.5% |
| 30D | +5.7% | -16.2% | +21.9% | +7.3% |
| 3M | +10.9% | -19.3% | +30.2% | +12.9% |
| 6M | +14.3% | -27.2% | +41.6% | +17.4% |
| YTD | +22.4% | -46.2% | +68.6% | +29.1% |
| 1Y | +51.1% | -46.6% | +97.7% | +59.3% |
| 3Y | -16.8% | +8.4% | -25.2% | -18.5% |
| 5Y | -28.1% | +25.8% | -54.0% | -32.0% |
| All | -28.1% | +21.5% | -49.7% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling