+6,325.2%
TMO vs BIIB
+7,138.3%
-813.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -0.6% | -1.7% | +1.0% | -0.5% |
| 30D | +1.1% | +4.0% | -2.8% | +0.6% |
| 3M | +28.3% | +8.6% | +19.7% | +26.8% |
| 6M | +23.3% | +14.0% | +9.3% | +21.0% |
| YTD | +5.5% | +23.4% | -17.9% | +2.3% |
| 1Y | +24.5% | +45.9% | -21.3% | +18.4% |
| 3Y | +19.6% | -16.1% | +35.7% | +20.9% |
| 5Y | +8.1% | -27.6% | +35.7% | +9.9% |
| 10Y | +336.7% | -26.7% | +363.4% | +324.4% |
| All | +6,325.2% | +7,138.3% | -813.2% | +3,958.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling