-20.8%
TLT vs BIIB
-26.8%
+6.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.2% |
| 7D | -1.6% | -4.0% | +2.5% | -1.6% |
| 30D | -1.3% | +5.7% | -7.0% | -1.3% |
| 3M | -3.7% | +10.9% | -14.6% | -3.7% |
| 6M | -6.4% | +14.3% | -20.7% | -6.3% |
| YTD | -4.5% | +22.4% | -26.9% | -4.4% |
| 1Y | -5.9% | +51.1% | -56.9% | -5.7% |
| 3Y | -2.8% | -16.8% | +14.0% | -3.2% |
| 5Y | -35.1% | -28.1% | -6.9% | -35.8% |
| All | -20.8% | -26.8% | +6.0% | -19.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling