-19.9%
TLT vs BIIB
-28.4%
+8.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.6% |
| 7D | -0.3% | -5.4% | +5.1% | -0.3% |
| 30D | 0.0% | +1.7% | -1.8% | 0.0% |
| 3M | -2.9% | +5.8% | -8.7% | -2.9% |
| 6M | -6.3% | +11.9% | -18.2% | -6.2% |
| YTD | -3.3% | +19.7% | -23.1% | -3.3% |
| 1Y | -4.2% | +46.7% | -51.0% | -4.1% |
| 3Y | -1.7% | -18.6% | +17.0% | -2.1% |
| 5Y | -34.9% | -29.8% | -5.1% | -35.6% |
| All | -19.9% | -28.4% | +8.5% | -18.1% |
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