+468.7%
BTSG vs BIIB
-14.1%
+482.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.8% | +6.8% | +3.8% |
| 7D | +5.7% | -1.6% | +7.4% | +6.1% |
| 30D | +0.2% | +2.2% | -2.0% | -0.3% |
| 3M | +5.6% | +10.3% | -4.7% | +3.2% |
| 6M | +50.8% | +14.9% | +35.8% | +45.4% |
| YTD | +67.0% | +20.7% | +46.3% | +58.7% |
| 1Y | +145.5% | +50.3% | +95.2% | +120.0% |
| All | +468.7% | -14.1% | +482.8% | +478.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling