-23.0%
TNA vs BIIB
-28.1%
+5.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.5% |
| 7D | -7.3% | -1.7% | -5.6% | -6.2% |
| 30D | -14.2% | +4.0% | -18.1% | -16.7% |
| 3M | -4.6% | +8.6% | -13.2% | -11.9% |
| 6M | +36.9% | +14.0% | +22.9% | +19.8% |
| YTD | +42.5% | +23.4% | +19.2% | +15.4% |
| 1Y | +45.8% | +45.9% | -0.1% | +1.7% |
| 3Y | +104.7% | -16.1% | +120.8% | +123.0% |
| All | -23.0% | -28.1% | +5.0% | +5.0% |
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