-88.0%
TMF vs BIIB
-11.1%
-76.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.5% |
| 7D | +1.2% | -2.1% | +3.3% | +1.6% |
| 30D | +19.7% | +11.8% | +7.9% | +17.4% |
| 3M | -2.1% | +20.4% | -22.5% | -5.3% |
| 6M | -13.4% | +30.2% | -43.7% | -17.8% |
| YTD | -16.7% | +41.1% | -57.9% | -22.4% |
| 1Y | -23.3% | +58.4% | -81.8% | -30.2% |
| 3Y | -24.8% | -0.1% | -24.7% | -26.6% |
| All | -88.0% | -11.1% | -76.9% | -90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling