+425.5%
THC vs BIIB
+8,341.7%
-7,916.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.5% |
| 7D | +8.8% | +1.7% | +7.1% | +8.7% |
| 30D | +10.0% | +12.2% | -2.2% | +8.7% |
| 3M | +11.7% | +22.3% | -10.6% | +9.3% |
| 6M | +52.5% | +30.9% | +21.6% | +48.1% |
| YTD | +46.1% | +43.9% | +2.2% | +40.3% |
| 1Y | +49.1% | +62.1% | -13.0% | +41.4% |
| 3Y | +439.6% | +12.7% | +427.0% | +428.3% |
| 5Y | +263.2% | -5.1% | +268.3% | +259.2% |
| 10Y | +1,900.5% | -21.9% | +1,922.4% | +1,835.5% |
| All | +425.5% | +8,341.7% | -7,916.1% | +227.9% |
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