-17.3%
TLN vs BIIB
+68.6%
-86.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +2.2% | -10.8% | -8.2% |
| 7D | -6.0% | +4.3% | -10.3% | -5.3% |
| 30D | -1.5% | +13.8% | -15.3% | +0.4% |
| 3M | -3.9% | +22.1% | -26.0% | -0.9% |
| 6M | -15.0% | +35.9% | -51.0% | -10.9% |
| YTD | -12.8% | +44.6% | -57.4% | -9.2% |
| 1Y | -17.3% | +70.4% | -87.7% | -9.7% |
| All | -17.3% | +68.6% | -86.0% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling