+123.2%
TD vs BIIB
-17.2%
+140.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.6% |
| 7D | -2.6% | -4.0% | +1.5% | -2.2% |
| 30D | -1.0% | +5.7% | -6.7% | -1.6% |
| 3M | +5.6% | +10.9% | -5.3% | +4.1% |
| 6M | +27.1% | +14.3% | +12.8% | +24.4% |
| YTD | +29.4% | +22.4% | +7.0% | +25.0% |
| 1Y | +60.7% | +51.1% | +9.6% | +49.1% |
| All | +123.2% | -17.2% | +140.3% | +135.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling