+379.9%
THC vs BIIB
+7,261.0%
-6,881.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.8% |
| 7D | -0.7% | +1.1% | -1.7% | -0.8% |
| 30D | +1.3% | +6.9% | -5.6% | +0.5% |
| 3M | +64.2% | +12.4% | +51.8% | +62.2% |
| 6M | +8.3% | +16.3% | -8.0% | +6.4% |
| YTD | +33.4% | +25.5% | +7.9% | +29.9% |
| 1Y | +37.7% | +57.8% | -20.1% | +30.9% |
| 3Y | +236.8% | -17.3% | +254.1% | +240.3% |
| 5Y | +249.3% | -33.8% | +283.1% | +257.7% |
| 10Y | +995.2% | -29.6% | +1,024.8% | +969.5% |
| All | +379.9% | +7,261.0% | -6,881.1% | +203.8% |
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 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