+97.2%
TJX vs BIIB
-28.1%
+125.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -4.6% | -1.7% | -2.9% | -4.3% |
| 30D | -17.2% | +4.0% | -21.1% | -17.7% |
| 3M | -24.9% | +8.6% | -33.5% | -26.1% |
| 6M | -19.7% | +14.0% | -33.7% | -21.7% |
| YTD | -17.2% | +23.4% | -40.6% | -20.5% |
| 1Y | -9.4% | +45.9% | -55.3% | -15.7% |
| 3Y | +43.1% | -16.1% | +59.2% | +44.7% |
| All | +97.2% | -28.1% | +125.3% | +107.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling