+668.9%
TEL vs BIIB
+310.5%
+358.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | 0.0% |
| 7D | +1.2% | -5.4% | +6.6% | +2.5% |
| 30D | -4.1% | +1.7% | -5.8% | -4.6% |
| 3M | -2.6% | +5.8% | -8.4% | -4.3% |
| 6M | 0.0% | +11.9% | -11.9% | -3.3% |
| YTD | -9.1% | +19.7% | -28.8% | -13.7% |
| 1Y | -0.8% | +46.7% | -47.6% | -10.5% |
| 3Y | +67.4% | -18.6% | +86.0% | +70.5% |
| 5Y | +51.8% | -29.8% | +81.5% | +56.4% |
| 10Y | +299.4% | -28.8% | +328.3% | +259.5% |
| All | +668.9% | +310.5% | +358.5% | +191.0% |
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