-48.5%
TE vs BIIB
-27.9%
-20.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.8% | +13.8% | +10.7% |
| 7D | +18.2% | -1.6% | +19.9% | +18.5% |
| 30D | -13.5% | +2.2% | -15.7% | -14.0% |
| 3M | -44.6% | +10.3% | -54.9% | -46.1% |
| 6M | -24.7% | +14.9% | -39.6% | -27.5% |
| YTD | -24.3% | +20.7% | -45.0% | -28.2% |
| 1Y | +155.6% | +50.3% | +105.2% | +129.6% |
| 3Y | -18.3% | -18.0% | -0.3% | -17.5% |
| 5Y | -41.3% | -33.9% | -7.4% | -41.7% |
| All | -48.5% | -27.9% | -20.6% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling