-28.3%
BIIB vs TKO
+989.7%
-1,017.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -1.7% | +2.3% | -4.0% | -2.0% |
| 30D | +4.0% | -2.5% | +6.4% | +4.3% |
| 3M | +8.6% | -10.6% | +19.2% | +10.1% |
| 6M | +14.0% | -5.1% | +19.1% | +14.4% |
| YTD | +23.4% | -8.2% | +31.6% | +24.2% |
| 1Y | +45.9% | -4.4% | +50.3% | +45.7% |
| 3Y | -16.1% | +100.4% | -116.5% | -26.5% |
| 5Y | -27.6% | +294.3% | -321.9% | -44.2% |
| All | -28.3% | +989.7% | -1,017.9% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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