-16.1%
BIIB vs TKO
+102.7%
-118.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | -1.7% | +2.3% | -4.0% | -1.8% |
| 30D | +4.0% | -2.5% | +6.4% | +4.1% |
| 3M | +8.6% | -10.6% | +19.2% | +9.3% |
| 6M | +14.0% | -5.1% | +19.1% | +14.4% |
| YTD | +23.4% | -8.2% | +31.6% | +24.0% |
| 1Y | +45.9% | -4.4% | +50.3% | +46.0% |
| 3Y | -16.1% | +100.4% | -116.5% | -21.2% |
| All | -16.1% | +102.7% | -118.8% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling