+52.2%
TEM vs BIIB
-9.4%
+61.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.8% | -4.3% |
| 7D | -1.1% | -5.4% | +4.3% | +1.6% |
| 30D | +11.3% | +1.7% | +9.6% | +10.5% |
| 3M | +25.5% | +5.8% | +19.7% | +20.2% |
| 6M | +17.1% | +11.9% | +5.2% | +6.9% |
| YTD | +3.8% | +19.7% | -16.0% | -11.5% |
| 1Y | -24.4% | +46.7% | -71.1% | -45.9% |
| All | +52.2% | -9.4% | +61.6% | +65.0% |
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 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