+317.8%
TMUS vs BIIB
-30.8%
+348.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | -5.3% | -5.4% | 0.0% | -4.6% |
| 30D | +0.1% | +1.7% | -1.6% | -0.2% |
| 3M | -0.6% | +5.8% | -6.5% | -1.7% |
| 6M | -17.5% | +11.9% | -29.5% | -19.3% |
| YTD | -11.3% | +19.7% | -31.0% | -14.1% |
| 1Y | -25.4% | +46.7% | -72.1% | -30.1% |
| 3Y | +35.5% | -18.6% | +54.2% | +37.1% |
| 5Y | +41.9% | -29.8% | +71.7% | +44.3% |
| 10Y | +317.8% | -28.8% | +346.7% | +288.0% |
| All | +317.8% | -30.8% | +348.6% | +288.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling