+48.0%
TMUS vs BIIB
-6.3%
+54.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.5% | +3.8% |
| 7D | +5.3% | +2.4% | +3.0% | +5.0% |
| 30D | +13.5% | +12.9% | +0.6% | +11.7% |
| 3M | -4.2% | +22.6% | -26.8% | -6.9% |
| 6M | -11.9% | +31.7% | -43.6% | -15.6% |
| YTD | -15.6% | +44.8% | -60.4% | -20.4% |
| 1Y | -16.8% | +63.9% | -80.7% | -23.1% |
| 3Y | +20.8% | +13.5% | +7.3% | +16.6% |
| 5Y | +48.0% | -5.6% | +53.7% | +41.8% |
| All | +48.0% | -6.3% | +54.3% | +41.8% |
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