-24.3%
TMF vs BIIB
+68.6%
-92.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.2% | +2.1% |
| 7D | +4.0% | +4.3% | -0.3% | +3.3% |
| 30D | +19.5% | +13.8% | +5.6% | +17.7% |
| 3M | -3.5% | +22.1% | -25.6% | -5.5% |
| 6M | -10.6% | +35.9% | -46.5% | -13.2% |
| YTD | -17.1% | +44.6% | -61.7% | -19.9% |
| 1Y | -24.3% | +70.4% | -94.7% | -28.8% |
| All | -24.3% | +68.6% | -92.9% | -28.8% |
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 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