+2,265.7%
TECK vs BIIB
+407.2%
+1,858.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.8% | +7.9% | +5.1% |
| 7D | +7.8% | -1.6% | +9.4% | +8.1% |
| 30D | +8.3% | +2.2% | +6.1% | +7.6% |
| 3M | +16.1% | +10.3% | +5.8% | +12.7% |
| 6M | +42.9% | +14.9% | +27.9% | +36.7% |
| YTD | +50.8% | +20.7% | +30.0% | +41.8% |
| 1Y | +106.1% | +50.3% | +55.7% | +82.9% |
| 3Y | +84.0% | -18.0% | +102.0% | +87.1% |
| 5Y | +223.5% | -33.9% | +257.4% | +237.6% |
| 10Y | +378.1% | -30.9% | +409.0% | +325.1% |
| All | +2,265.7% | +407.2% | +1,858.6% | +1,068.6% |
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