+43.0%
TMUS vs BIIB
-35.6%
+78.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | +0.6% |
| 7D | -0.3% | -1.6% | +1.4% | 0.0% |
| 30D | +3.1% | +2.2% | +0.9% | +2.8% |
| 3M | +2.4% | +10.3% | -7.9% | +0.7% |
| 6M | -17.1% | +14.9% | -32.0% | -19.2% |
| YTD | -9.1% | +20.7% | -29.8% | -12.2% |
| 1Y | -23.6% | +50.3% | -74.0% | -28.9% |
| 3Y | +38.8% | -18.0% | +56.8% | +40.8% |
| 5Y | +43.0% | -33.9% | +76.9% | +49.0% |
| All | +43.0% | -35.6% | +78.6% | +49.0% |
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 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