+1,297.6%
TNA vs BIIB
+384.4%
+913.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | +1.3% |
| 7D | +4.1% | -1.6% | +5.7% | +5.2% |
| 30D | -7.6% | +2.2% | -9.8% | -9.1% |
| 3M | +8.1% | +10.3% | -2.2% | -0.8% |
| 6M | +49.0% | +14.9% | +34.1% | +30.9% |
| YTD | +51.7% | +20.7% | +31.0% | +27.3% |
| 1Y | +59.6% | +50.3% | +9.3% | +13.6% |
| 3Y | +118.9% | -18.0% | +136.8% | +142.1% |
| 5Y | -19.2% | -33.9% | +14.7% | +3.3% |
| 10Y | +77.2% | -30.9% | +108.2% | +49.9% |
| All | +1,297.6% | +384.4% | +913.3% | -72.7% |
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