+2.8%
TLT vs BIIB
+13.5%
-10.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | -3.1% | +2.0% | -5.1% | -3.2% |
| 30D | +1.0% | +8.8% | -7.8% | +0.4% |
| 3M | -2.7% | +20.3% | -23.0% | -4.0% |
| 6M | -4.1% | +23.9% | -28.0% | -5.7% |
| YTD | -5.4% | +44.0% | -49.3% | -8.1% |
| 1Y | -7.0% | +53.8% | -60.8% | -10.2% |
| 3Y | +2.8% | +13.8% | -11.0% | +7.5% |
| All | +2.8% | +13.5% | -10.7% | +7.5% |
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