+467.2%
TDY vs BIIB
-26.2%
+493.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | -1.1% | -1.7% | +0.5% | -0.9% |
| 30D | -12.0% | +4.0% | -16.0% | -12.5% |
| 3M | -3.2% | +8.6% | -11.8% | -4.4% |
| 6M | -7.9% | +14.0% | -21.9% | -9.7% |
| YTD | +18.2% | +23.4% | -5.2% | +14.6% |
| 1Y | +6.7% | +45.9% | -39.2% | +1.1% |
| 3Y | +47.5% | -16.1% | +63.7% | +48.2% |
| 5Y | +39.5% | -27.6% | +67.1% | +40.5% |
| All | +467.2% | -26.2% | +493.3% | +446.3% |
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 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