+192.8%
TER vs BIIB
+9.9%
+182.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.6% | +10.1% | +12.1% |
| 7D | -5.8% | +2.4% | -8.1% | -6.1% |
| 30D | -38.9% | +12.9% | -51.8% | -40.5% |
| 3M | -35.1% | +22.6% | -57.7% | -38.3% |
| 6M | -31.6% | +31.7% | -63.3% | -37.0% |
| YTD | +27.2% | +44.8% | -17.6% | +11.1% |
| 1Y | +35.2% | +63.9% | -28.7% | +11.2% |
| 3Y | +192.8% | +13.5% | +179.3% | +154.8% |
| All | +192.8% | +9.9% | +182.9% | +154.8% |
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