-81.8%
TMF vs BIIB
-18.3%
-63.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.6% | 0.0% |
| 7D | +0.6% | +2.4% | -1.8% | +0.6% |
| 30D | +16.3% | +12.9% | +3.4% | +16.2% |
| 3M | -2.7% | +22.6% | -25.3% | -2.8% |
| 6M | -13.2% | +31.7% | -44.9% | -13.2% |
| YTD | -16.7% | +44.8% | -61.5% | -16.7% |
| 1Y | -22.7% | +63.9% | -86.6% | -22.7% |
| 3Y | -26.1% | +13.5% | -39.5% | -26.8% |
| 5Y | -88.4% | -5.6% | -82.8% | -88.7% |
| 10Y | -81.8% | -20.3% | -61.5% | -81.7% |
| All | -81.8% | -18.3% | -63.5% | -81.7% |
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