+59.7%
TEM vs BIIB
-8.6%
+68.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +1.3% |
| 7D | +3.2% | -1.6% | +4.9% | +4.0% |
| 30D | +23.5% | +2.2% | +21.3% | +22.4% |
| 3M | +32.3% | +10.3% | +22.0% | +23.6% |
| 6M | +23.0% | +14.9% | +8.1% | +10.4% |
| YTD | +8.9% | +20.7% | -11.9% | -7.6% |
| 1Y | -19.9% | +50.3% | -70.2% | -43.7% |
| All | +59.7% | -8.6% | +68.4% | +72.3% |
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