+4,167.2%
TEVA vs BIIB
+7,138.3%
-2,971.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +2.0% |
| 7D | +2.0% | -1.7% | +3.7% | +2.2% |
| 30D | +1.0% | +4.0% | -3.0% | +0.5% |
| 3M | +7.3% | +8.6% | -1.3% | +6.3% |
| 6M | +21.7% | +14.0% | +7.7% | +19.9% |
| YTD | +18.8% | +23.4% | -4.5% | +16.0% |
| 1Y | +86.5% | +45.9% | +40.6% | +78.7% |
| 3Y | +269.4% | -16.1% | +285.6% | +272.7% |
| 5Y | +303.6% | -27.6% | +331.2% | +309.8% |
| 10Y | -22.9% | -26.7% | +3.7% | -24.3% |
| All | +4,167.2% | +7,138.3% | -2,971.1% | +2,873.3% |
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