+495.0%
TLN vs BIIB
-19.0%
+514.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.8% | +6.5% | +2.3% |
| 7D | +10.9% | -1.6% | +12.5% | +10.7% |
| 30D | -6.3% | +2.2% | -8.5% | -6.0% |
| 3M | -10.7% | +10.3% | -21.0% | -9.4% |
| 6M | +1.6% | +14.9% | -13.3% | +3.6% |
| YTD | -13.1% | +20.7% | -33.8% | -11.0% |
| 1Y | -15.1% | +50.3% | -65.4% | -10.8% |
| 3Y | +495.0% | -18.0% | +513.0% | +499.9% |
| All | +495.0% | -19.0% | +514.0% | +499.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling