-22.5%
TMF vs BIIB
+51.8%
-74.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.2% |
| 7D | +1.0% | -1.6% | +2.6% | +1.1% |
| 30D | -1.8% | +2.2% | -4.0% | -2.0% |
| 3M | -8.2% | +10.3% | -18.6% | -8.8% |
| 6M | -19.5% | +14.9% | -34.4% | -20.3% |
| YTD | -16.0% | +20.7% | -36.7% | -17.0% |
| 1Y | -22.5% | +50.3% | -72.8% | -24.3% |
| All | -22.5% | +51.8% | -74.3% | -24.3% |
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