+349.0%
TECK vs BIIB
-26.2%
+375.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -3.8% | -1.7% | -2.2% | -3.7% |
| 30D | +0.7% | +4.0% | -3.2% | +0.1% |
| 3M | +4.6% | +8.6% | -4.0% | +3.0% |
| 6M | +25.1% | +14.0% | +11.1% | +22.0% |
| YTD | +39.2% | +23.4% | +15.8% | +33.6% |
| 1Y | +60.3% | +45.9% | +14.4% | +49.5% |
| 3Y | +62.9% | -16.1% | +79.0% | +63.3% |
| 5Y | +181.5% | -27.6% | +209.0% | +183.4% |
| All | +349.0% | -26.2% | +375.2% | +311.8% |
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 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