+66.6%
TEL vs BIIB
-17.2%
+83.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.3% | -0.5% |
| 7D | -2.3% | -4.0% | +1.8% | -1.4% |
| 30D | -6.1% | +5.7% | -11.7% | -7.4% |
| 3M | +1.7% | +10.9% | -9.2% | -1.5% |
| 6M | +1.6% | +14.3% | -12.7% | -2.7% |
| YTD | -9.1% | +22.4% | -31.5% | -15.1% |
| 1Y | -1.7% | +51.1% | -52.7% | -14.7% |
| All | +66.6% | -17.2% | +83.8% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling