+587.5%
TLN vs BIIB
-30.3%
+617.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -2.0% |
| 7D | +5.8% | -5.4% | +11.2% | +5.2% |
| 30D | -6.9% | +1.7% | -8.6% | -6.6% |
| 3M | -10.9% | +5.8% | -16.7% | -10.1% |
| 6M | -4.6% | +11.9% | -16.6% | -3.1% |
| YTD | -14.7% | +19.7% | -34.5% | -12.9% |
| 1Y | -17.9% | +46.7% | -64.7% | -14.4% |
| 3Y | +483.9% | -18.6% | +502.5% | +496.5% |
| All | +587.5% | -30.3% | +617.8% | +617.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling