+1,660.7%
T vs BIIB
+8,346.7%
-6,685.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | +2.5% | +2.0% | +0.5% | +2.4% |
| 30D | -3.8% | +8.8% | -12.6% | -4.4% |
| 3M | -8.7% | +20.3% | -29.0% | -10.0% |
| 6M | -8.1% | +23.9% | -32.0% | -9.7% |
| YTD | -6.4% | +44.0% | -50.4% | -9.3% |
| 1Y | -9.8% | +53.8% | -63.6% | -12.9% |
| 3Y | +65.5% | +13.8% | +51.6% | +62.4% |
| 5Y | +57.0% | -6.3% | +63.3% | +55.0% |
| 10Y | +60.8% | -20.6% | +81.4% | +55.5% |
| All | +1,660.7% | +8,346.7% | -6,685.9% | +1,217.5% |
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