+124.3%
TDG vs BIIB
-28.1%
+152.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | -1.9% | -1.7% | -0.2% | -1.6% |
| 30D | -7.7% | +4.0% | -11.7% | -8.3% |
| 3M | -9.3% | +8.6% | -17.9% | -10.7% |
| 6M | -9.4% | +14.0% | -23.4% | -11.6% |
| YTD | -14.3% | +23.4% | -37.6% | -17.7% |
| 1Y | -11.8% | +45.9% | -57.7% | -17.9% |
| 3Y | +52.0% | -16.1% | +68.1% | +53.8% |
| All | +124.3% | -28.1% | +152.3% | +123.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling