-7.6%
BIIB vs TW
+206.7%
-214.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -1.7% | -4.5% | +2.8% | -0.6% |
| 30D | +4.0% | -2.3% | +6.2% | +4.4% |
| 3M | +8.6% | +2.6% | +6.0% | +7.4% |
| 6M | +14.0% | -17.5% | +31.5% | +18.5% |
| YTD | +23.4% | -5.3% | +28.7% | +23.6% |
| 1Y | +45.9% | -14.8% | +60.7% | +49.8% |
| 3Y | -16.1% | +18.8% | -35.0% | -22.9% |
| 5Y | -27.6% | +20.7% | -48.3% | -35.4% |
| All | -7.6% | +206.7% | -214.3% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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