+290.8%
TMUS vs BIIB
+459.2%
-168.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.5% | +3.6% |
| 7D | +5.3% | +2.4% | +3.0% | +4.8% |
| 30D | +13.5% | +12.9% | +0.6% | +10.7% |
| 3M | -4.2% | +22.6% | -26.8% | -8.5% |
| 6M | -11.9% | +31.7% | -43.6% | -17.5% |
| YTD | -15.6% | +44.8% | -60.4% | -22.9% |
| 1Y | -16.8% | +63.9% | -80.7% | -26.1% |
| 3Y | +20.8% | +13.5% | +7.3% | +14.2% |
| 5Y | +48.0% | -5.6% | +53.7% | +42.1% |
| 10Y | +234.7% | -20.3% | +255.0% | +194.2% |
| All | +290.8% | +459.2% | -168.4% | +50.0% |
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 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