+303.8%
TD vs BIIB
-26.2%
+330.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -0.5% | -1.7% | +1.1% | -0.4% |
| 30D | -1.9% | +4.0% | -5.9% | -2.4% |
| 3M | +4.8% | +8.6% | -3.8% | +3.5% |
| 6M | +28.0% | +14.0% | +14.0% | +25.5% |
| YTD | +30.3% | +23.4% | +6.9% | +26.3% |
| 1Y | +59.8% | +45.9% | +13.9% | +51.5% |
| 3Y | +124.7% | -16.1% | +140.8% | +125.8% |
| 5Y | +127.0% | -27.6% | +154.5% | +129.1% |
| All | +303.8% | -26.2% | +330.0% | +289.7% |
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