+130.4%
TD vs BIIB
+13.5%
+116.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | +1.1% | +2.0% | -0.9% | +0.9% |
| 30D | +5.2% | +8.8% | -3.6% | +4.4% |
| 3M | +1.2% | +20.3% | -19.1% | -0.5% |
| 6M | +17.7% | +23.9% | -6.1% | +15.1% |
| YTD | +34.2% | +44.0% | -9.8% | +27.9% |
| 1Y | +55.4% | +53.8% | +1.6% | +46.4% |
| 3Y | +130.4% | +13.8% | +116.6% | +131.1% |
| All | +130.4% | +13.5% | +116.9% | +131.1% |
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