+309.3%
TEL vs BIIB
-26.2%
+335.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.5% |
| 7D | +1.6% | -1.7% | +3.3% | +1.9% |
| 30D | -0.7% | +4.0% | -4.6% | -1.4% |
| 3M | +2.4% | +8.6% | -6.2% | +0.7% |
| 6M | +4.1% | +14.0% | -9.9% | +1.3% |
| YTD | -5.8% | +23.4% | -29.2% | -9.8% |
| 1Y | +0.9% | +45.9% | -45.0% | -6.3% |
| 3Y | +72.6% | -16.1% | +88.7% | +73.2% |
| 5Y | +57.5% | -27.6% | +85.1% | +58.9% |
| All | +309.3% | -26.2% | +335.5% | +294.5% |
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