+269.4%
TEVA vs BIIB
-16.5%
+285.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | +2.0% | -1.7% | +3.7% | +2.5% |
| 30D | +1.0% | +4.0% | -3.0% | -0.3% |
| 3M | +7.3% | +8.6% | -1.3% | +4.3% |
| 6M | +21.7% | +14.0% | +7.7% | +16.5% |
| YTD | +18.8% | +23.4% | -4.5% | +10.8% |
| 1Y | +86.5% | +45.9% | +40.6% | +65.1% |
| 3Y | +269.4% | -16.1% | +285.6% | +254.7% |
| All | +269.4% | -16.5% | +285.9% | +254.7% |
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