+320.5%
TMUS vs BIIB
+384.5%
-64.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.8% | -3.1% |
| 7D | +0.1% | +1.1% | -1.0% | -0.1% |
| 30D | +5.3% | +6.9% | -1.6% | +3.7% |
| 3M | +3.1% | +12.4% | -9.3% | +0.2% |
| 6M | -16.5% | +16.3% | -32.7% | -19.7% |
| YTD | -9.2% | +25.5% | -34.6% | -14.3% |
| 1Y | -26.5% | +57.8% | -84.3% | -34.3% |
| 3Y | +39.0% | -17.3% | +56.4% | +40.9% |
| 5Y | +40.4% | -33.8% | +74.2% | +45.9% |
| 10Y | +303.7% | -29.6% | +333.3% | +263.8% |
| All | +320.5% | +384.5% | -64.0% | +66.7% |
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