+1,667.1%
T vs BIIB
+8,346.7%
-6,679.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +2.0% | -0.4% | +2.4% | +2.0% |
| 30D | -1.0% | +10.5% | -11.5% | -1.7% |
| 3M | -8.1% | +24.3% | -32.4% | -9.6% |
| 6M | -8.3% | +28.0% | -36.3% | -10.1% |
| YTD | -6.1% | +44.0% | -50.1% | -8.9% |
| 1Y | -7.4% | +58.8% | -66.2% | -10.8% |
| 3Y | +65.4% | +12.7% | +52.7% | +62.5% |
| 5Y | +57.6% | -4.9% | +62.6% | +55.5% |
| 10Y | +61.4% | -20.6% | +82.0% | +56.1% |
| All | +1,667.1% | +8,346.7% | -6,679.6% | +1,222.2% |
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