-53.1%
TE vs BIIB
-26.3%
-26.8%
-94.1%
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% | +0.5% |
| 7D | +0.2% | -1.7% | +1.9% | +0.4% |
| 30D | -5.9% | +4.0% | -9.9% | -6.7% |
| 3M | -45.6% | +8.6% | -54.2% | -46.9% |
| 6M | -43.4% | +14.0% | -57.4% | -45.4% |
| YTD | -31.0% | +23.4% | -54.4% | -34.8% |
| 1Y | +145.2% | +45.9% | +99.3% | +122.0% |
| 3Y | -24.1% | -16.1% | -7.9% | -23.7% |
| 5Y | -48.1% | -27.6% | -20.6% | -48.8% |
| All | -53.1% | -26.3% | -26.8% | -53.5% |
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