-86.0%
TMF vs BIIB
-30.8%
-55.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.7% |
| 7D | -0.9% | -5.4% | +4.5% | -0.9% |
| 30D | -1.0% | +1.7% | -2.7% | -1.0% |
| 3M | -11.3% | +5.8% | -17.1% | -11.2% |
| 6M | -22.7% | +11.9% | -34.7% | -22.7% |
| YTD | -17.3% | +19.7% | -37.1% | -17.2% |
| 1Y | -22.5% | +46.7% | -69.2% | -22.2% |
| 3Y | -43.2% | -18.6% | -24.6% | -44.0% |
| 5Y | -88.3% | -29.8% | -58.5% | -88.7% |
| 10Y | -86.0% | -28.8% | -57.2% | -85.2% |
| All | -86.0% | -30.8% | -55.2% | -85.2% |
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