-24.1%
TE vs BIIB
-16.5%
-7.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | +0.2% | -1.7% | +1.9% | +0.6% |
| 30D | -5.9% | +4.0% | -9.9% | -7.3% |
| 3M | -45.6% | +8.6% | -54.2% | -48.2% |
| 6M | -43.4% | +14.0% | -57.4% | -47.5% |
| YTD | -31.0% | +23.4% | -54.4% | -39.5% |
| 1Y | +145.2% | +45.9% | +99.3% | +88.6% |
| 3Y | -24.1% | -16.1% | -7.9% | -1.3% |
| All | -24.1% | -16.5% | -7.5% | -1.3% |
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 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