+2,757.4%
TFC vs BIIB
+8,346.7%
-5,589.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.1% |
| 7D | +2.3% | +2.0% | +0.2% | +2.1% |
| 30D | +10.8% | +8.8% | +2.0% | +9.8% |
| 3M | -3.8% | +20.3% | -24.1% | -5.6% |
| 6M | +9.6% | +23.9% | -14.3% | +6.9% |
| YTD | +5.8% | +44.0% | -38.2% | +1.4% |
| 1Y | +16.2% | +53.8% | -37.7% | +10.6% |
| 3Y | +96.0% | +13.8% | +82.1% | +91.4% |
| 5Y | +1.7% | -6.3% | +8.0% | +0.4% |
| 10Y | +79.9% | -20.6% | +100.5% | +72.4% |
| All | +2,757.4% | +8,346.7% | -5,589.2% | +1,802.9% |
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