-29.4%
TMF vs BIIB
+56.8%
-86.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.5% | -1.5% |
| 7D | -9.3% | +2.0% | -11.3% | -9.5% |
| 30D | +1.9% | +8.8% | -6.9% | +0.8% |
| 3M | -11.2% | +20.3% | -31.5% | -13.1% |
| 6M | -17.7% | +23.9% | -41.6% | -19.6% |
| YTD | -24.5% | +44.0% | -68.4% | -27.2% |
| 1Y | -29.4% | +53.8% | -83.3% | -32.6% |
| All | -29.4% | +56.8% | -86.3% | -32.6% |
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