-22.6%
TMF vs BIIB
+64.0%
-86.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.6% | -0.3% |
| 7D | +0.6% | +2.4% | -1.8% | +0.2% |
| 30D | +16.3% | +12.9% | +3.4% | +14.6% |
| 3M | -2.7% | +22.6% | -25.3% | -4.8% |
| 6M | -13.2% | +31.7% | -44.9% | -15.6% |
| YTD | -16.7% | +44.8% | -61.5% | -19.7% |
| All | -22.6% | +64.0% | -86.6% | -27.1% |
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