-7.4%
TLT vs BIIB
+56.5%
-63.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | -2.7% | +2.7% | -5.4% | -2.8% |
| 30D | +2.2% | +9.4% | -7.3% | +1.8% |
| 3M | -1.7% | +19.9% | -21.7% | -2.4% |
| 6M | -4.0% | +25.6% | -29.6% | -4.8% |
| YTD | -4.9% | +42.3% | -47.3% | -6.1% |
| 1Y | -7.4% | +55.1% | -62.5% | -8.9% |
| All | -7.4% | +56.5% | -63.9% | -8.9% |
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 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