-48.5%
TE vs BIIB
-28.2%
-20.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.2% | -9.0% | -7.5% |
| 7D | +0.9% | -4.0% | +4.9% | +2.2% |
| 30D | -16.3% | +5.7% | -21.9% | -18.3% |
| 3M | -40.8% | +10.9% | -51.7% | -44.2% |
| 6M | -42.6% | +14.3% | -56.9% | -47.0% |
| YTD | -31.4% | +22.4% | -53.8% | -39.4% |
| 1Y | +144.9% | +51.1% | +93.9% | +92.3% |
| 3Y | -26.0% | -16.8% | -9.2% | -22.2% |
| 5Y | -48.5% | -28.1% | -20.3% | -52.1% |
| All | -48.5% | -28.2% | -20.3% | -52.1% |
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 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