-34.9%
TLT vs BIIB
-34.6%
-0.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.5% |
| 7D | -0.3% | -5.4% | +5.1% | 0.0% |
| 30D | 0.0% | +1.7% | -1.8% | -0.1% |
| 3M | -2.9% | +5.8% | -8.7% | -3.3% |
| 6M | -6.3% | +11.9% | -18.2% | -7.0% |
| YTD | -3.3% | +19.7% | -23.1% | -4.6% |
| 1Y | -4.2% | +46.7% | -51.0% | -6.6% |
| 3Y | -1.7% | -18.6% | +17.0% | -1.5% |
| 5Y | -34.9% | -29.8% | -5.1% | -39.8% |
| All | -34.9% | -34.6% | -0.3% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling