+433.9%
BTSG vs BIIB
-12.2%
+446.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | -3.3% | -1.7% | -1.6% | -3.0% |
| 30D | -1.6% | +4.0% | -5.6% | -2.5% |
| 3M | -6.9% | +8.6% | -15.5% | -8.8% |
| 6M | +42.1% | +14.0% | +28.1% | +37.3% |
| YTD | +56.8% | +23.4% | +33.4% | +48.3% |
| 1Y | +109.8% | +45.9% | +63.9% | +89.7% |
| All | +433.9% | -12.2% | +446.1% | +440.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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